Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 88 | — |
| Standard deviation | 6.65 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 81 | — |
| Standard deviation | 6.94 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 75 | — |
| Standard deviation | 6.43 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.17 | — |
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 | — |