Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 95 | — |
| Standard deviation | 9.45 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 95 | — |
| Standard deviation | 9.80 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 95 | — |
| Standard deviation | 9.48 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.91 | — |
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 | — |