Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 100 | — |
| Standard deviation | 24.77 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 8.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 100 | — |
| Standard deviation | 27.87 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -6.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 99 | — |
| Standard deviation | 24.03 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 88.84K | — |
| 3-year earnings growth | 13.89 | — |
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/mutual_funds/world/risk
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