Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 48 | — |
| Standard deviation | 1.87 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 0.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 59 | — |
| Standard deviation | 2.44 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 1.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 59 | — |
| Standard deviation | 2.11 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 0.41 | — |
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 | — |