Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 84 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | 1.32 | — |
| Treynor ratio | 20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 84 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 14.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 88 | — |
| Standard deviation | 13.99 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 473.61K | — |
| 3-year earnings growth | 16.99 | — |
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/mutual_funds/world/risk
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