Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0 | -0.03 |
| Beta | 0 | 0.01 |
| Mean annual return | 0 | 0.00 |
| R-squared | 0 | 0.86 |
| Standard deviation | 0 | 0.12 |
| Sharpe ratio | 0 | 0.00 |
| Treynor ratio | 0 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0 | -0.03 |
| Beta | 0 | 0.01 |
| Mean annual return | 0 | 0.01 |
| R-squared | 0 | 0.88 |
| Standard deviation | 0 | 0.12 |
| Sharpe ratio | 0 | 0.01 |
| Treynor ratio | 0 | 0.06 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0 | -0.02 |
| Beta | 0 | 0.01 |
| Mean annual return | 0 | 0.00 |
| R-squared | 0 | 0.91 |
| Standard deviation | 0 | 0.18 |
| Sharpe ratio | 0 | 0.00 |
| Treynor ratio | 0 | 0.02 |
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 | — | — |