Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 4 | — |
| Mean annual return | 0.58 | — |
| R-squared | 73 | — |
| Standard deviation | 0.47 | — |
| Sharpe ratio | 1.28 | — |
| Treynor ratio | 0.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 4 | — |
| Mean annual return | 0.49 | — |
| R-squared | 68 | — |
| Standard deviation | 0.59 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 0.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 36 | — |
| Standard deviation | 0.52 | — |
| Sharpe ratio | 2.18 | — |
| Treynor ratio | 0.57 | — |
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 | — |