Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 98 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 98 | — |
| Standard deviation | 17.05 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 13.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 98 | — |
| Standard deviation | 16.78 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.20 | — |
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 | — |