Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 35 | — |
| Standard deviation | 0.21 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -0.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 7 | — |
| Standard deviation | 0.47 | — |
| Sharpe ratio | -0.92 | — |
| Treynor ratio | -0.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 23 | — |
| Standard deviation | 0.46 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 0.43 | — |
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 | — |