Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 85 | — |
| Standard deviation | 7.65 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 82 | — |
| Standard deviation | 7.51 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 6.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 86 | — |
| Standard deviation | 10.95 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 4.02M | — |
| 3-year earnings growth | 24.45 | — |
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/mutual_funds/world/risk
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