Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.32 | — |
| Beta | 0 | — |
| Mean annual return | 0.73 | — |
| R-squared | 12 | — |
| Standard deviation | 5.73 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 19.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.99 | — |
| Beta | 0 | — |
| Mean annual return | 0.52 | — |
| R-squared | 11 | — |
| Standard deviation | 6.81 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.98 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 10 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.40 | — |
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 | — |