Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 93 | — |
| Standard deviation | 6.30 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 3.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 94 | — |
| Standard deviation | 7.61 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 91 | — |
| Standard deviation | 8.12 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 63.04K | — |
| 3-year earnings growth | 12.60 | — |
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/mutual_funds/world/risk
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