Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 73 | — |
| Standard deviation | 5.49 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 4.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 82 | — |
| Standard deviation | 6.82 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 76 | — |
| Standard deviation | 7.68 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.14 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 39.31K | — |
| 3-year earnings growth | 7.14 | — |
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/mutual_funds/world/risk
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