Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 91 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 91 | — |
| Standard deviation | 17.62 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 89 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 12.48K | — |
| 3-year earnings growth | -3.43 | — |
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/mutual_funds/world/risk
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