Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 82 | — |
| Standard deviation | 12.80 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 18.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 84 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 13.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 86 | — |
| Standard deviation | 16.04 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 126.87K | — |
| 3-year earnings growth | 15.31 | — |
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/mutual_funds/world/risk
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