Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 85 | — |
| Standard deviation | 4.38 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 2.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 83 | — |
| Standard deviation | 3.81 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 5.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 90 | — |
| Standard deviation | 5.17 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 3.03 | — |
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 | — |