Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 78 | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 5.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 82 | — |
| Standard deviation | 9.99 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 6.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 86 | — |
| Standard deviation | 10.13 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 6.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.08M | — |
| 3-year earnings growth | 11.11 | — |
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/mutual_funds/world/risk
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