Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 95 | — |
| Standard deviation | 4.92 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 0.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 91 | — |
| Standard deviation | 4.92 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 89 | — |
| Standard deviation | 3.95 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 82.00K | — |
| 3-year earnings growth | 11.87 | — |
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/mutual_funds/world/risk
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Ultra plan.