Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 96 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 97 | — |
| Standard deviation | 10.69 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 96 | — |
| Standard deviation | 10.26 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 6.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 678.34K | — |
| 3-year earnings growth | 13.61 | — |
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/mutual_funds/world/risk
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