Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 58 | — |
| Standard deviation | 9.11 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 72 | — |
| Standard deviation | 11.44 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 73 | — |
| Standard deviation | 12.96 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 117.43K | — |
| 3-year earnings growth | 17.50 | — |
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/mutual_funds/world/risk
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