Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 0 | — |
| Mean annual return | 0.44 | — |
| R-squared | 4 | — |
| Standard deviation | 1.16 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 9.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.33 | — |
| R-squared | 30 | — |
| Standard deviation | 1.41 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 4.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 38 | — |
| Standard deviation | 1.70 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 0.94 | — |
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 | — |