Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 75 | — |
| Standard deviation | 12.71 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 14.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 81 | — |
| Standard deviation | 14.14 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 82 | — |
| Standard deviation | 16.37 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 120.48K | — |
| 3-year earnings growth | 9.47 | — |
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/mutual_funds/world/risk
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