Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 93 | — |
| Standard deviation | 21.56 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 6.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 90 | — |
| Standard deviation | 23.71 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 88 | — |
| Standard deviation | 21.03 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 4.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.77 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 31.25K | — |
| 3-year earnings growth | 14.70 | — |
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/mutual_funds/world/risk
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