Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 2.06 | — |
| R-squared | 97 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 98 | — |
| Standard deviation | 19.11 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 97 | — |
| Standard deviation | 18.23 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 12.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 538.12K | — |
| 3-year earnings growth | 22.45 | — |
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/mutual_funds/world/risk
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