Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 99 | — |
| Standard deviation | 5.07 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 4.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 98 | — |
| Standard deviation | 6.77 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 97 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 29.20 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 7 | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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