Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 2.22 | — |
| R-squared | 98 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 1.71 | — |
| Treynor ratio | 26.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 99 | — |
| Standard deviation | 14.63 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 16.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 99 | — |
| Standard deviation | 18.05 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 54.74K | — |
| 3-year earnings growth | 17.10 | — |
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/mutual_funds/world/risk
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