Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 1 | — |
| Standard deviation | 6.77 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 7.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.96 | — |
| Beta | 0 | — |
| Mean annual return | 0.96 | — |
| R-squared | 0 | — |
| Standard deviation | 6.10 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 45.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.55 | — |
| Beta | 0 | — |
| Mean annual return | 0.71 | — |
| R-squared | 1 | — |
| Standard deviation | 4.94 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 20.57 | — |
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 | — |