Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 96 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 96 | — |
| Standard deviation | 6.46 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 97 | — |
| Standard deviation | 7.07 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.49 | — |
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 | — |