Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.53 | — |
| Beta | 1 | — |
| Mean annual return | 2.32 | — |
| R-squared | 91 | — |
| Standard deviation | 18.73 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 26.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.05 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 90 | — |
| Standard deviation | 22.54 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 6.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 91 | — |
| Standard deviation | 20.09 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.12 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 4.81M | — |
| 3-year earnings growth | 19.48 | — |
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/mutual_funds/world/risk
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