Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 78 | — |
| Standard deviation | 10.59 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 15.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 85 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 90 | — |
| Standard deviation | 13.63 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 152.12K | — |
| 3-year earnings growth | 13.59 | — |
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/mutual_funds/world/risk
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