Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.87 | — |
| Beta | 0 | — |
| Mean annual return | -0.03 | — |
| R-squared | 6 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -8.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 21 | — |
| Standard deviation | 7.45 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 20 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 176.29K | — |
| 3-year earnings growth | 15.55 | — |
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/mutual_funds/world/risk
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