Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 86 | — |
| Standard deviation | 2.25 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 1.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 89 | — |
| Standard deviation | 2.55 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 1.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 92 | — |
| Standard deviation | 3.24 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 1.81 | — |
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 | — |