Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 99 | — |
| Standard deviation | 11.82 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 14.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 99 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 99 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 261.13K | — |
| 3-year earnings growth | 13.15 | — |
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/mutual_funds/world/risk
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