Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 88 | — |
| Standard deviation | 12.83 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 86 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 89 | — |
| Standard deviation | 15.34 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 236.26K | — |
| 3-year earnings growth | 16.43 | — |
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/mutual_funds/world/risk
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