Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 27 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 17 | — |
| Standard deviation | 7.89 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 15 | — |
| Standard deviation | 7.29 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.38 | — |
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 | 290 | — |
| 3-year earnings growth | 0 | — |