Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 80 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 90 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 90 | — |
| Standard deviation | 16.45 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 13.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 1.26K | — |
| 3-year earnings growth | 9.34 | — |
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/mutual_funds/world/risk
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