Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 92 | — |
| Standard deviation | 10.37 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 7.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 88 | — |
| Standard deviation | 10.49 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 7.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 90 | — |
| Standard deviation | 12.22 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 167.14K | — |
| 3-year earnings growth | 13.02 | — |
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/mutual_funds/world/risk
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