Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.43 | 0.01 |
| R-squared | 92 | 0.93 |
| Standard deviation | 13.83 | 0.13 |
| Sharpe ratio | 0.07 | 0.01 |
| Treynor ratio | 0.04 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.40 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.90 | 0.01 |
| R-squared | 94 | 0.92 |
| Standard deviation | 14.24 | 0.10 |
| Sharpe ratio | 0.57 | 0.01 |
| Treynor ratio | 6.88 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.32 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.78 | 0.01 |
| R-squared | 93 | 0.92 |
| Standard deviation | 11.76 | 0.09 |
| Sharpe ratio | 0.63 | 0.01 |
| Treynor ratio | 6.29 | 0.07 |
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 | — | — |