Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 99 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 8.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 99 | — |
| Standard deviation | 15.94 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 98 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 69.85K | — |
| 3-year earnings growth | 14.11 | — |
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/mutual_funds/world/risk
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