Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 2 | — |
| Mean annual return | 1.01 | — |
| R-squared | 74 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 2.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.72 | — |
| Beta | 2 | — |
| Mean annual return | 1.22 | — |
| R-squared | 58 | — |
| Standard deviation | 8.17 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 5.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 2 | — |
| Mean annual return | 0.81 | — |
| R-squared | 58 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 1.95 | — |
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 | — |