Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 98 | — |
| Standard deviation | 7.11 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 4.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 96 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 95 | — |
| Standard deviation | 7.20 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 101.40K | — |
| 3-year earnings growth | 4.73 | — |
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/mutual_funds/world/risk
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