Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 0 | — |
| Mean annual return | 0.21 | — |
| R-squared | 3 | — |
| Standard deviation | 7.65 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -3.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.45 | — |
| Beta | 0 | — |
| Mean annual return | 0.55 | — |
| R-squared | 19 | — |
| Standard deviation | 9.72 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 16.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.45 | — |
| Beta | 0 | — |
| Mean annual return | 0.41 | — |
| R-squared | 29 | — |
| Standard deviation | 8.75 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 12.50 | — |
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 | — |