Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 87 | — |
| Standard deviation | 8.79 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 88 | — |
| Standard deviation | 8.91 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 92 | — |
| Standard deviation | 9.09 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.65 | — |
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 | — |