Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 95 | — |
| Standard deviation | 4.07 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 0.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 93 | — |
| Standard deviation | 4.43 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 86 | — |
| Standard deviation | 3.81 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 183.21K | — |
| 3-year earnings growth | 12.86 | — |
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/mutual_funds/world/risk
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