Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.04 | — |
| Beta | 0 | — |
| Mean annual return | 1 | — |
| R-squared | 3 | — |
| Standard deviation | 9.73 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 16.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 0 | — |
| Mean annual return | 0.76 | — |
| R-squared | 4 | — |
| Standard deviation | 7.92 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 10.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 0 | — |
| Mean annual return | 0.62 | — |
| R-squared | 9 | — |
| Standard deviation | 5.98 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 1.75 | — |
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 | — |