Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 98 | — |
| Standard deviation | 11.34 | — |
| Sharpe ratio | 1.77 | — |
| Treynor ratio | 21.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 97 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 15.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 98 | — |
| Standard deviation | 13.88 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 9.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 428.54K | — |
| 3-year earnings growth | 13.07 | — |
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/mutual_funds/world/risk
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