Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 80 | — |
| Standard deviation | 9.83 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 7.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 86 | — |
| Standard deviation | 11.44 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 6.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 92 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 42.04K | — |
| 3-year earnings growth | 12.08 | — |
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/mutual_funds/world/risk
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