Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 70 | — |
| Standard deviation | 4.83 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 60 | — |
| Standard deviation | 4.28 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 4.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 44 | — |
| Standard deviation | 4.04 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.07 | — |
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 | — |