Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 62 | — |
| Standard deviation | 18.13 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 16.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.77 | — |
| Beta | 1 | — |
| Mean annual return | 2.31 | — |
| R-squared | 68 | — |
| Standard deviation | 17.47 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 25.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 77 | — |
| Standard deviation | 20.14 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 12.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 691.30K | — |
| 3-year earnings growth | 19.78 | — |
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/mutual_funds/world/risk
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