Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 7 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 92 | — |
| Standard deviation | 7.35 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.82 | — |
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 | — |