Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 80 | — |
| Standard deviation | 12.63 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 13.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 87 | — |
| Standard deviation | 15.35 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 86 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 98.31K | — |
| 3-year earnings growth | 18.76 | — |
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/mutual_funds/world/risk
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