Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.28 | — |
| Beta | 0 | — |
| Mean annual return | 0.34 | — |
| R-squared | 27 | — |
| Standard deviation | 3.84 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.04 | — |
| Beta | 0 | — |
| Mean annual return | 0.28 | — |
| R-squared | 21 | — |
| Standard deviation | 3.76 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 8 | — |
| Standard deviation | 5.26 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.01 | — |
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 | — |