Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 85 | — |
| Standard deviation | 1.09 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 0.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 86 | — |
| Standard deviation | 1.46 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 0.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 83 | — |
| Standard deviation | 1.45 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.06 | — |
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 | — |