Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.40 | — |
| R-squared | — | — |
| Standard deviation | 5.74 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.50 | — |
| R-squared | — | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.53 | — |
| R-squared | — | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | — | — |
| Price/Book (P/B) | — | — |
| Price/Sales (P/S) | — | — |
| Price/Cashflow (P/CF) | — | — |
| Median market vapitalization | — | — |
| 3-year earnings growth | — | — |