Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 84 | — |
| Standard deviation | 3.74 | — |
| Sharpe ratio | 1.57 | — |
| Treynor ratio | 6.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 89 | — |
| Standard deviation | 7.86 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 90 | — |
| Standard deviation | 7.46 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.42 | — |
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 | — |