Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 91 | — |
| Standard deviation | 11.57 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 12.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 94 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 94 | — |
| Standard deviation | 15.42 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 201.93K | — |
| 3-year earnings growth | 19.39 | — |
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/mutual_funds/world/risk
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