Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 99 | — |
| Standard deviation | 11.63 | — |
| Sharpe ratio | 1.38 | — |
| Treynor ratio | 17.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 99 | — |
| Standard deviation | 12.92 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 12.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 99 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 11.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 639.44K | — |
| 3-year earnings growth | 15.13 | — |
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/mutual_funds/world/risk
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