Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 2 | — |
| Mean annual return | 0.79 | — |
| R-squared | 80 | — |
| Standard deviation | 6.44 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 1.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 2 | — |
| Mean annual return | 0.97 | — |
| R-squared | 70 | — |
| Standard deviation | 6.40 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 4.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 2 | — |
| Mean annual return | 0.74 | — |
| R-squared | 66 | — |
| Standard deviation | 7.16 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 1.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |