Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 91 | — |
| Standard deviation | 8.21 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 79 | — |
| Standard deviation | 8.55 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 12.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 83 | — |
| Standard deviation | 10.01 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.94 | — |
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 | — |