Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 97 | — |
| Standard deviation | 5.64 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 93 | — |
| Standard deviation | 4.75 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 92 | — |
| Standard deviation | 4.26 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.83 | — |
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 | — |