Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 96 | — |
| Standard deviation | 7.10 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 5.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 94 | — |
| Standard deviation | 7.59 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 3.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 91 | — |
| Standard deviation | 7.38 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 4.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 74.90K | — |
| 3-year earnings growth | 6.28 | — |
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/mutual_funds/world/risk
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