Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 96 | — |
| Standard deviation | 8.46 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 94 | — |
| Standard deviation | 8.81 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 87 | — |
| Standard deviation | 8.84 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.55 | — |
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 | — |