Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.95 | — |
| R-squared | 82 | — |
| Standard deviation | 11.05 | — |
| Sharpe ratio | 2.11 | — |
| Treynor ratio | 28.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 79 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 1.69 | — |
| Treynor ratio | 23.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 87 | — |
| Standard deviation | 16.42 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 11.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.72 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.30M | — |
| 3-year earnings growth | 14.26 | — |
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/mutual_funds/world/risk
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