Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 80 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 81 | — |
| Standard deviation | 13.40 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -1.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 84 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 4.79M | — |
| 3-year earnings growth | 17.09 | — |
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/mutual_funds/world/risk
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