Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 96 | — |
| Standard deviation | 12.51 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 89 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 88 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.28M | — |
| 3-year earnings growth | 20.92 | — |
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/mutual_funds/world/risk
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