Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 12.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 15 | — |
| Standard deviation | 17.39 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 16.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.21 | — |
| Beta | 0 | — |
| Mean annual return | 0.90 | — |
| R-squared | 7 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 19.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.04 | — |
| Beta | 0 | — |
| Mean annual return | 0.61 | — |
| R-squared | 5 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 14.79 | — |
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 | — |