Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 2 | — |
| Mean annual return | 1 | — |
| R-squared | 68 | — |
| Standard deviation | 6.57 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 3.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.25 | — |
| Beta | 2 | — |
| Mean annual return | 1.10 | — |
| R-squared | 58 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 4.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 2 | — |
| Mean annual return | 0.79 | — |
| R-squared | 57 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 2.19 | — |
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 | — |