Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | -2 | — |
| Mean annual return | 0.29 | — |
| R-squared | 1 | — |
| Standard deviation | 0.78 | — |
| Sharpe ratio | 1.25 | — |
| Treynor ratio | -0.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 2 | — |
| Mean annual return | 0.19 | — |
| R-squared | 0 | — |
| Standard deviation | 0.80 | — |
| Sharpe ratio | 1.62 | — |
| Treynor ratio | 0.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 2 | — |
| Mean annual return | 0.10 | — |
| R-squared | 0 | — |
| Standard deviation | 0.85 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 0.49 | — |
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 | — |