Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 79 | — |
| Standard deviation | 10.69 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 86 | — |
| Standard deviation | 12.75 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 93 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 40.04K | — |
| 3-year earnings growth | 9.03 | — |
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/mutual_funds/world/risk
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