Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 63 | — |
| Standard deviation | 3.52 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 0.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 74 | — |
| Standard deviation | 3.57 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 0.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 78 | — |
| Standard deviation | 4.09 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 1.43 | — |
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 | — |