Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 0 | — |
| Mean annual return | 0.26 | — |
| R-squared | 14 | — |
| Standard deviation | 2.75 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | -5.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 5 | — |
| Standard deviation | 2.65 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 9.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 0 | — |
| Mean annual return | 0.20 | — |
| R-squared | 6 | — |
| Standard deviation | 2.81 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.14 | — |
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 | — |