Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 99 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 9.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 99 | — |
| Standard deviation | 12.30 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 9.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 99 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 55.17K | — |
| 3-year earnings growth | 10.81 | — |
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/mutual_funds/world/risk
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