Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 66 | — |
| Standard deviation | 5.77 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 3.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 62 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 57 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 56.70K | — |
| 3-year earnings growth | 3.28 | — |
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/mutual_funds/world/risk
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