Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 99 | — |
| Standard deviation | 11.47 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 98 | — |
| Standard deviation | 12.15 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 98 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 5.64M | — |
| 3-year earnings growth | 19.25 | — |
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/mutual_funds/world/risk
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