Risk Statistics
3 YearsRPVCategory Average
5 YearsRPVCategory Average
10 YearsRPVCategory Average
Alpha
-5.670.43
-0.680.71
-1.29-0.34
Beta
1.170.91
1.180.9
1.410.97
Mean Annual Return
0.470.88
1.311.25
0.880.64
R-squared
79.3486.29
78.8884.94
79.5788.42
Standard Deviation
13.3210.58
12.7310.81
24.0615.87
Sharpe Ratio
0.41
1.221.38
0.420.43
Treynor Ratio
3.8411.86
13.3717.48
5.345.97
