Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 96 | — |
| Standard deviation | 10.25 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 95 | — |
| Standard deviation | 10.30 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 95 | — |
| Standard deviation | 9.50 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.55 | — |
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 | — |