Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 88 | — |
| Standard deviation | 9.36 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 13.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 90 | — |
| Standard deviation | 11.51 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 9.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 91 | — |
| Standard deviation | 12.97 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 85.71K | — |
| 3-year earnings growth | 5.74 | — |
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/mutual_funds/world/risk
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