Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 89 | — |
| Standard deviation | 6.54 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 7.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 86 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 5.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 88 | — |
| Standard deviation | 8.99 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 5.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 83.14K | — |
| 3-year earnings growth | 12.07 | — |
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/mutual_funds/world/risk
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