Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 5 | — |
| Mean annual return | 0.63 | — |
| R-squared | 13 | — |
| Standard deviation | 1.15 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 0.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 6 | — |
| Mean annual return | 0.61 | — |
| R-squared | 10 | — |
| Standard deviation | 1.44 | — |
| Sharpe ratio | 1.37 | — |
| Treynor ratio | 0.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 2 | — |
| Standard deviation | 1.16 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 0.66 | — |
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 | — |