Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 79 | — |
| Standard deviation | 2.62 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 0.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 84 | — |
| Standard deviation | 3.09 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 0.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 91 | — |
| Standard deviation | 3.53 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 0.96 | — |
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 | — |