Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.64 | — |
| R-squared | 48 | — |
| Standard deviation | 2.26 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 14.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 0 | — |
| Mean annual return | 0.39 | — |
| R-squared | 44 | — |
| Standard deviation | 2.57 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 8.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 0 | — |
| Mean annual return | 0.27 | — |
| R-squared | 42 | — |
| Standard deviation | 3.92 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.87 | — |
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 | — |