Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 0 | — |
| Mean annual return | 0.69 | — |
| R-squared | 90 | — |
| Standard deviation | 4.29 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.73 | — |
| R-squared | 81 | — |
| Standard deviation | 4.24 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 9.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 0 | — |
| Mean annual return | 0.67 | — |
| R-squared | 77 | — |
| Standard deviation | 4.71 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.82 | — |
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 | — |