Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 86 | — |
| Standard deviation | 17.86 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 84 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 87 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 5.53K | — |
| 3-year earnings growth | 4.33 | — |
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/mutual_funds/world/risk
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