Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 94 | — |
| Standard deviation | 10.21 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 96 | — |
| Standard deviation | 12.02 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -4.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 94 | — |
| Standard deviation | 12.43 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 40.09K | — |
| 3-year earnings growth | 14.83 | — |
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/mutual_funds/world/risk
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