Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.71 | — |
| Beta | 0 | — |
| Mean annual return | 0.54 | — |
| R-squared | 8 | — |
| Standard deviation | 7.30 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 34.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 0 | — |
| Mean annual return | 0.29 | — |
| R-squared | 15 | — |
| Standard deviation | 8.21 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 11.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 39 | — |
| Standard deviation | 12.03 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 11.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 879.47K | — |
| 3-year earnings growth | -0.50 | — |
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/mutual_funds/world/risk
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