Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 89 | — |
| Standard deviation | 15.61 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 89 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 91 | — |
| Standard deviation | 17.58 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 86.85K | — |
| 3-year earnings growth | 17.83 | — |
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/mutual_funds/world/risk
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