Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 81 | — |
| Standard deviation | 11.23 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 82 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 13.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 75 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.92 | — |
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 | — |