Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 95 | — |
| Standard deviation | 16.92 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 94 | — |
| Standard deviation | 17.07 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 96 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.90 | — |
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 | — |