Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 74 | — |
| Standard deviation | 12.09 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -5.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.52 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 81 | — |
| Standard deviation | 16.71 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -5.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 79 | — |
| Standard deviation | 17.14 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.05K | — |
| 3-year earnings growth | 17.62 | — |
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/mutual_funds/world/risk
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