Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 99 | — |
| Standard deviation | 15.73 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 99 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 99 | — |
| Standard deviation | 15.13 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.32 | — |
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 | — |