Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.03 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 53 | — |
| Standard deviation | 12.61 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 10.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 70 | — |
| Standard deviation | 14.33 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 3.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 78 | — |
| Standard deviation | 14 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 120.69K | — |
| 3-year earnings growth | 10.71 | — |
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/mutual_funds/world/risk
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