Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 0 | — |
| Mean annual return | 0.24 | — |
| R-squared | 68 | — |
| Standard deviation | 1.36 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 0.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 67 | — |
| Standard deviation | 1.30 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 1.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 71 | — |
| Standard deviation | 1.55 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 0.63 | — |
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 | — |