Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 2.29 | — |
| R-squared | 78 | — |
| Standard deviation | 20.33 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 25.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 70 | — |
| Standard deviation | 19.84 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 4.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 78 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 259.36K | — |
| 3-year earnings growth | 23.15 | — |
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/mutual_funds/world/risk
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