Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 83 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 10.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 89 | — |
| Standard deviation | 18.98 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 91 | — |
| Standard deviation | 17.31 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.09 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 440.78K | — |
| 3-year earnings growth | 20.71 | — |
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/mutual_funds/world/risk
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