Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 74 | — |
| Standard deviation | 16.95 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -16.95 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 78 | — |
| Standard deviation | 21.40 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 70 | — |
| Standard deviation | 19.12 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 19.14K | — |
| 3-year earnings growth | 1.61 | — |
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/mutual_funds/world/risk
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