Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 80 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 79 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 84 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 8.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 5.92K | — |
| 3-year earnings growth | 7.15 | — |
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/mutual_funds/world/risk
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