Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 93 | — |
| Standard deviation | 15.43 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 18.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.17 | — |
| Beta | 1 | — |
| Mean annual return | 2.13 | — |
| R-squared | 93 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 25.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 94 | — |
| Standard deviation | 20.81 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 14.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 160.85K | — |
| 3-year earnings growth | 18.17 | — |
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/mutual_funds/world/risk
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