Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 95 | — |
| Standard deviation | 12.10 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 9.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 94 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 13.57 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 127.65K | — |
| 3-year earnings growth | 13.43 | — |
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/mutual_funds/world/risk
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