Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 82 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 87 | — |
| Standard deviation | 19.36 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 12.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 92 | — |
| Standard deviation | 22.86 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 38.77K | — |
| 3-year earnings growth | 7.82 | — |
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/mutual_funds/world/risk
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