Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 96 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 1.43 | — |
| Treynor ratio | 20.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 97 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 15.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 98 | — |
| Standard deviation | 18.41 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 8.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 17.00K | — |
| 3-year earnings growth | 22.21 | — |
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/mutual_funds/world/risk
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