Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.66 | — |
| R-squared | 70 | — |
| Standard deviation | 12.36 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 22.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 80 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 77 | — |
| Standard deviation | 13.61 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 148.67K | — |
| 3-year earnings growth | 16.71 | — |
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/mutual_funds/world/risk
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