Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 91 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 13.37 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 131.86K | — |
| 3-year earnings growth | 7.22 | — |
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/mutual_funds/world/risk
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