Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 93 | — |
| Standard deviation | 8.10 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 6.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 92 | — |
| Standard deviation | 10.01 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 94 | — |
| Standard deviation | 9.64 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 5.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 817.68K | — |
| 3-year earnings growth | 6.81 | — |
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/mutual_funds/world/risk
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