Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 92 | — |
| Standard deviation | 11.09 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 92 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 91 | — |
| Standard deviation | 10.95 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.55 | — |
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 | — |