Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.68 | 0.01 |
| R-squared | 96 | 0.94 |
| Standard deviation | 13.01 | 0.17 |
| Sharpe ratio | 1.18 | 0.00 |
| Treynor ratio | 16.07 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.36 | 0.01 |
| R-squared | 97 | 0.95 |
| Standard deviation | 14.98 | 0.19 |
| Sharpe ratio | 0.87 | 0.01 |
| Treynor ratio | 13.23 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | -0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.95 |
| Standard deviation | — | 0.15 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 0.04 |
| Price/Book (P/B) | 0.21 | 0.21 |
| Price/Sales (P/S) | 0.40 | 0.40 |
| Price/Cashflow (P/CF) | 0.07 | 0.06 |
| Median market vapitalization | 378.11K | 335.22K |
| 3-year earnings growth | 14.55 | 21.25 |
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/mutual_funds/world/risk
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