Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 0 | — |
| Mean annual return | 0.33 | — |
| R-squared | 3 | — |
| Standard deviation | 4.43 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 5.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.26 | — |
| R-squared | 12 | — |
| Standard deviation | 4.30 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 0 | — |
| Mean annual return | 0.11 | — |
| R-squared | 7 | — |
| Standard deviation | 4.37 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 2.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 30.25K | — |
| 3-year earnings growth | 10.89 | — |
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/mutual_funds/world/risk
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