Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 92 | — |
| Standard deviation | 3.18 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 2.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 82 | — |
| Standard deviation | 3.28 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 4.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 80 | — |
| Standard deviation | 3.33 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 3.45 | — |
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 | — |