Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 99 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 13.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 99 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 98 | — |
| Standard deviation | 15.01 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 424.82K | — |
| 3-year earnings growth | 14.59 | — |
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/mutual_funds/world/risk
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