Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 89 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 89 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.78 | — |
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 | — |