Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 89 | — |
| Standard deviation | 10.11 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 13.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 88 | — |
| Standard deviation | 12.81 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 90 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 204.78K | — |
| 3-year earnings growth | 12.65 | — |
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/mutual_funds/world/risk
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