Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 97 | — |
| Standard deviation | 6.49 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 97 | — |
| Standard deviation | 6.84 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 4.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 98 | — |
| Standard deviation | 8.18 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 4.55M | — |
| 3-year earnings growth | 20.37 | — |
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/mutual_funds/world/risk
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