Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 66 | — |
| Standard deviation | 7.62 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | -3.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 63 | — |
| Standard deviation | 9.42 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | -1.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 62 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.20 | — |
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 | — |