Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 88 | — |
| Standard deviation | 2.61 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 1.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 82 | — |
| Standard deviation | 3.39 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 0.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 86 | — |
| Standard deviation | 3.81 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 1.26 | — |
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 | — |