Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 84 | — |
| Standard deviation | 12.37 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 12.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 87 | — |
| Standard deviation | 14.71 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 90 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 378.52K | — |
| 3-year earnings growth | 18.33 | — |
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/mutual_funds/world/risk
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