Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 91 | — |
| Standard deviation | 11.62 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 14.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 93 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 8.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 92 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 386.44K | — |
| 3-year earnings growth | 18.46 | — |
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/mutual_funds/world/risk
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