Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 95 | — |
| Standard deviation | 4.78 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 4.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 95 | — |
| Standard deviation | 5.20 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 1.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 90 | — |
| Standard deviation | 4.54 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 3.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 176.39K | — |
| 3-year earnings growth | 4.57 | — |
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/mutual_funds/world/risk
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