Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 5 | — |
| Mean annual return | 0.60 | — |
| R-squared | 29 | — |
| Standard deviation | 0.78 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 5 | — |
| Mean annual return | 0.55 | — |
| R-squared | 20 | — |
| Standard deviation | 1.04 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 0.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 2 | — |
| Standard deviation | 1.12 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 0.34 | — |
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 | — |