Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 28 | — |
| Standard deviation | 11.89 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 17.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 47 | — |
| Standard deviation | 16.58 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 59 | — |
| Standard deviation | 20.12 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 12.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 6.16K | — |
| 3-year earnings growth | 19.66 | — |
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/mutual_funds/world/risk
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