Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 94 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 89 | — |
| Standard deviation | 6.86 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 4.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 86 | — |
| Standard deviation | 7.14 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.12M | — |
| 3-year earnings growth | 23.61 | — |
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/mutual_funds/world/risk
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