Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 81 | — |
| Standard deviation | 11.19 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 81 | — |
| Standard deviation | 12.43 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 16.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 75 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.28 | — |
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 | — |