Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 91 | — |
| Standard deviation | 6.69 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 93 | — |
| Standard deviation | 7.63 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 93 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 76.95K | — |
| 3-year earnings growth | 13.99 | — |
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/mutual_funds/world/risk
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