Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 65 | — |
| Standard deviation | 3.29 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 3.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 73 | — |
| Standard deviation | 4.17 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 67 | — |
| Standard deviation | 4.50 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 179.39K | — |
| 3-year earnings growth | 12.03 | — |
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/mutual_funds/world/risk
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