Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 88 | — |
| Standard deviation | 10.78 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 90 | — |
| Standard deviation | 10.80 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 89 | — |
| Standard deviation | 11.11 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.41 | — |
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 | — |