Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 59 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 1.78 | — |
| Treynor ratio | 28.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 68 | — |
| Standard deviation | 11.13 | — |
| Sharpe ratio | 1.32 | — |
| Treynor ratio | 18.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 82 | — |
| Standard deviation | 14.12 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 23.38K | — |
| 3-year earnings growth | 15.86 | — |
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/mutual_funds/world/risk
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