Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 83 | — |
| Standard deviation | 10.96 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 87 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 90 | — |
| Standard deviation | 13.84 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 227.87K | — |
| 3-year earnings growth | 12.84 | — |
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/mutual_funds/world/risk
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