Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 13.24 | — |
| Beta | 1 | — |
| Mean annual return | 2.17 | — |
| R-squared | 73 | — |
| Standard deviation | 11.16 | — |
| Sharpe ratio | 1.89 | — |
| Treynor ratio | 26.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 80 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 16.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 85 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 29.51K | — |
| 3-year earnings growth | 14.84 | — |
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/mutual_funds/world/risk
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