Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 73 | — |
| Standard deviation | 5.75 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 70 | — |
| Standard deviation | 5.39 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 45 | — |
| Standard deviation | 6.09 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.33 | — |
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 | — |