Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.97 | — |
| Beta | 0 | — |
| Mean annual return | 0.52 | — |
| R-squared | 53 | — |
| Standard deviation | 2.87 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 9.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.85 | — |
| Beta | 0 | — |
| Mean annual return | 0.50 | — |
| R-squared | 50 | — |
| Standard deviation | 3.09 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 12.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 42 | — |
| Standard deviation | 3.92 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.58 | — |
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 | — |