Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.85 | — |
| R-squared | 86 | — |
| Standard deviation | 11.51 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 20.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 89 | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 13.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 90 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 60.51K | — |
| 3-year earnings growth | 13.88 | — |
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/mutual_funds/world/risk
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