Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.70 | — |
| Beta | 1 | — |
| Mean annual return | 2.92 | — |
| R-squared | 85 | — |
| Standard deviation | 37.30 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 25.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 81 | — |
| Standard deviation | 35.12 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 9.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.81 | — |
| R-squared | 83 | — |
| Standard deviation | 38.40 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 13.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 5.12K | — |
| 3-year earnings growth | 11.02 | — |
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/mutual_funds/world/risk
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