Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 100 | — |
| Standard deviation | 28.75 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 100 | — |
| Standard deviation | 24.08 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | -0.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 100 | — |
| Standard deviation | 21.12 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.02 | — |
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 | — |