Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 71 | — |
| Standard deviation | 9.87 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 14.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 80 | — |
| Standard deviation | 11.86 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 82 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 77.31K | — |
| 3-year earnings growth | 6.95 | — |
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/mutual_funds/world/risk
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