Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 0 | — |
| Mean annual return | 0.29 | — |
| R-squared | 0 | — |
| Standard deviation | 3.90 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -76.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.93 | — |
| Beta | 0 | — |
| Mean annual return | 0.52 | — |
| R-squared | 1 | — |
| Standard deviation | 4.16 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 48.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.05 | — |
| Beta | 0 | — |
| Mean annual return | 0.38 | — |
| R-squared | 3 | — |
| Standard deviation | 4.55 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 18.94 | — |
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 | — |