Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 94 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 12.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 94 | — |
| Standard deviation | 16.81 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 32.67K | — |
| 3-year earnings growth | 11.89 | — |
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/mutual_funds/world/risk
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