Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 88 | — |
| Standard deviation | 14.25 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 89 | — |
| Standard deviation | 16.46 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 90 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 41.83K | — |
| 3-year earnings growth | 17.55 | — |
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/mutual_funds/world/risk
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