Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 76 | — |
| Standard deviation | 2 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 2.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 76 | — |
| Standard deviation | 1.83 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 0 | — |
| Mean annual return | 0.01 | — |
| R-squared | 75 | — |
| Standard deviation | 1.73 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.30 | — |
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 | — |