Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.10 | — |
| Beta | 0 | — |
| Mean annual return | 0.24 | — |
| R-squared | 45 | — |
| Standard deviation | 4.42 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 38 | — |
| Standard deviation | 4.30 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 4.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.34 | — |
| Beta | 0 | — |
| Mean annual return | 0.13 | — |
| R-squared | 17 | — |
| Standard deviation | 4.92 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.09 | — |
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 | — |