Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 84 | — |
| Standard deviation | 11.81 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 85 | — |
| Standard deviation | 13.48 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 8.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 90 | — |
| Standard deviation | 13.59 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 806.65K | — |
| 3-year earnings growth | 10.93 | — |
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/mutual_funds/world/risk
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