Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 77 | — |
| Standard deviation | 4.22 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 80 | — |
| Standard deviation | 3.82 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 6.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 91 | — |
| Standard deviation | 5.96 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.03 | — |
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 | — |