Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 77 | — |
| Standard deviation | 9.26 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 73 | — |
| Standard deviation | 8.20 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 2.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 78 | — |
| Standard deviation | 8.27 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 3.37 | — |
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 | 6.52K | — |
| 3-year earnings growth | 0 | — |