Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 94 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 94 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 15.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 95 | — |
| Standard deviation | 18.99 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 483.97K | — |
| 3-year earnings growth | 23.87 | — |
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/mutual_funds/world/risk
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