Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 35 | — |
| Standard deviation | 9.63 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.40 | — |
| Beta | 0 | — |
| Mean annual return | 0.65 | — |
| R-squared | 15 | — |
| Standard deviation | 9.69 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 12.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.93 | — |
| Beta | 0 | — |
| Mean annual return | 0.34 | — |
| R-squared | 6 | — |
| Standard deviation | 10.88 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 6.04 | — |
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 | — |