Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 99 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 7.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 8.37 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 5.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 94 | — |
| Standard deviation | 8.97 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 5.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 124.07K | — |
| 3-year earnings growth | 9.82 | — |
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/mutual_funds/world/risk
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