Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 98 | — |
| Standard deviation | 11.57 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 13.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 98 | — |
| Standard deviation | 14.24 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 8.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 99 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.77 | — |
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 | 314.64K | — |
| 3-year earnings growth | 13.11 | — |
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/mutual_funds/world/risk
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