Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 48 | — |
| Standard deviation | 10.11 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 62 | — |
| Standard deviation | 12.75 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 48.16K | — |
| 3-year earnings growth | 2.24 | — |
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/mutual_funds/world/risk
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