Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.23 | 0.00 |
| R-squared | 97 | 0.95 |
| Standard deviation | 7.22 | 0.05 |
| Sharpe ratio | -0.30 | 0.01 |
| Treynor ratio | -2.38 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.07 | 0.00 |
| R-squared | 97 | 0.95 |
| Standard deviation | 6.51 | 0.05 |
| Sharpe ratio | -0.35 | 0.00 |
| Treynor ratio | -2.42 | 0.02 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | 0 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.18 | 0.00 |
| R-squared | 97 | 0.94 |
| Standard deviation | 5.50 | 0.05 |
| Sharpe ratio | 0.01 | 0.01 |
| Treynor ratio | -0.08 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |