Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.89 | — |
| Beta | 2 | — |
| Mean annual return | 0.83 | — |
| R-squared | 75 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 1.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 2 | — |
| Mean annual return | 1.02 | — |
| R-squared | 68 | — |
| Standard deviation | 9.35 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 3.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 2 | — |
| Mean annual return | 0.74 | — |
| R-squared | 57 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 1.75 | — |
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 | — |