Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 73 | — |
| Standard deviation | 6.75 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 61 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 69 | — |
| Standard deviation | 9.69 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 21.60K | — |
| 3-year earnings growth | 9.73 | — |
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/mutual_funds/world/risk
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