Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 46 | — |
| Standard deviation | 5.55 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 41 | — |
| Standard deviation | 4.94 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 20 | — |
| Standard deviation | 5.57 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.04 | — |
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 | — |