Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 90 | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 8.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 79 | — |
| Standard deviation | 9.55 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 14.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 83 | — |
| Standard deviation | 11.68 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.52 | — |
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 | — |