Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 94 | — |
| Standard deviation | 2.39 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 0.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 94 | — |
| Standard deviation | 2.08 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 0.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 95 | — |
| Standard deviation | 1.95 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 0.56 | — |
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 | — |