Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 68 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 12.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 77 | — |
| Standard deviation | 10.35 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 11.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 88 | — |
| Standard deviation | 12.18 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 39.07K | — |
| 3-year earnings growth | 13.01 | — |
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/mutual_funds/world/risk
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