Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.90 | — |
| Beta | 0 | — |
| Mean annual return | 0.64 | — |
| R-squared | 18 | — |
| Standard deviation | 4.99 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 11.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 17 | — |
| Standard deviation | 7.38 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 1.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 15 | — |
| Standard deviation | 7.26 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 951 | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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