Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.14 | — |
| Beta | 0 | — |
| Mean annual return | 0.57 | — |
| R-squared | 24 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 12.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 48 | — |
| Standard deviation | 15.89 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 6.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 54 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 12.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 75.51K | — |
| 3-year earnings growth | 17.58 | — |
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/mutual_funds/world/risk
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