Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.26 | — |
| R-squared | 11 | — |
| Standard deviation | 2.36 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 13 | — |
| Standard deviation | 2.13 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 14 | — |
| Standard deviation | 1.84 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 7.97 | — |
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 | — |