Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 86 | — |
| Standard deviation | 11.15 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 8.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 92 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 91 | — |
| Standard deviation | 14.12 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 80.71K | — |
| 3-year earnings growth | 17.38 | — |
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/mutual_funds/world/risk
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