Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 69 | — |
| Standard deviation | 7.68 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 81 | — |
| Standard deviation | 9.34 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 87 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 58.08K | — |
| 3-year earnings growth | 11.42 | — |
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/mutual_funds/world/risk
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