Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 87 | — |
| Standard deviation | 10.93 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 8.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 74 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 78 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 204.04K | — |
| 3-year earnings growth | 13.50 | — |
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/mutual_funds/world/risk
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