Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 80 | — |
| Standard deviation | 9.64 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 88 | — |
| Standard deviation | 11.56 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 11.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 92 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 52.46K | — |
| 3-year earnings growth | 9.17 | — |
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/mutual_funds/world/risk
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