Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 92 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 85 | — |
| Standard deviation | 8.07 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 10.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 9.34 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.93 | — |
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 | — |