Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 86 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 86 | — |
| Standard deviation | 16.26 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 80 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.12 | — |
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 | — |