Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 36 | — |
| Standard deviation | 6.29 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 43 | — |
| Standard deviation | 6.42 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 0 | — |
| Mean annual return | 0.28 | — |
| R-squared | 48 | — |
| Standard deviation | 5.71 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 137.32K | — |
| 3-year earnings growth | 9.26 | — |
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/mutual_funds/world/risk
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