Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 91 | — |
| Standard deviation | 11.29 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 76 | — |
| Standard deviation | 11.06 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 13.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 75 | — |
| Standard deviation | 13.03 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.01 | — |
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 | — |