Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 86 | — |
| Standard deviation | 2.23 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 1.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 88 | — |
| Standard deviation | 2.60 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 91 | — |
| Standard deviation | 3.30 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 1.66 | — |
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 | — |