Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 98 | — |
| Standard deviation | 9.76 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 8.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 99 | — |
| Standard deviation | 12.12 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 99 | — |
| Standard deviation | 13.58 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 62.03K | — |
| 3-year earnings growth | 10.71 | — |
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/mutual_funds/world/risk
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