Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 98 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 98 | — |
| Standard deviation | 14.99 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 96 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.41 | — |
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 | — |