Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 29 | — |
| Standard deviation | 6.97 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 44 | — |
| Standard deviation | 8.22 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 65 | — |
| Standard deviation | 9.84 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 28.59K | — |
| 3-year earnings growth | 6.21 | — |
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/mutual_funds/world/risk
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