Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 83 | — |
| Standard deviation | 12.86 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 84 | — |
| Standard deviation | 13.94 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 86 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 54.24K | — |
| 3-year earnings growth | 10.68 | — |
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/mutual_funds/world/risk
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