Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 94 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 9.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 93 | — |
| Standard deviation | 18.54 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 16.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 90 | — |
| Standard deviation | 19.06 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 14.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.92M | — |
| 3-year earnings growth | 15.34 | — |
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/mutual_funds/world/risk
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