Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 93 | — |
| Standard deviation | 13.12 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 93 | — |
| Standard deviation | 13.63 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 14.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 95 | — |
| Standard deviation | 17.25 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.78M | — |
| 3-year earnings growth | 26.01 | — |
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/mutual_funds/world/risk
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