Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 2 | — |
| Mean annual return | 0.50 | — |
| R-squared | 88 | — |
| Standard deviation | 7.02 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 0.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.72 | — |
| Beta | 2 | — |
| Mean annual return | 0.04 | — |
| R-squared | 83 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -1.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 61 | — |
| Standard deviation | 7.56 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 1.94 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 4.37 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.19K | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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