Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 74 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 19.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 77 | — |
| Standard deviation | 16.58 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 78 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 11.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 95.47K | — |
| 3-year earnings growth | 15.31 | — |
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/mutual_funds/world/risk
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