Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 79 | — |
| Standard deviation | 3.90 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 2.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 86 | — |
| Standard deviation | 5.10 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 80 | — |
| Standard deviation | 4.06 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 86.57K | — |
| 3-year earnings growth | 13.40 | — |
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/mutual_funds/world/risk
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