Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 55 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 4.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 48 | — |
| Standard deviation | 13.79 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 6.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 58 | — |
| Standard deviation | 15.37 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.12 | — |
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 | — |