Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 97 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 98 | — |
| Standard deviation | 17.01 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 12.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 98 | — |
| Standard deviation | 16.78 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.18 | — |
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 | — |