Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 83 | — |
| Standard deviation | 10.16 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 84 | — |
| Standard deviation | 11.33 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 6.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 84 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.24 | — |
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 | — |