Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 68 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 14.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 69 | — |
| Standard deviation | 14.69 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 83 | — |
| Standard deviation | 17.32 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 1.49M | — |
| 3-year earnings growth | 35.82 | — |
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/mutual_funds/world/risk
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