Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 98 | — |
| Standard deviation | 12.19 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 98 | — |
| Standard deviation | 12.95 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 8.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 97 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 4.52M | — |
| 3-year earnings growth | 19.61 | — |
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/mutual_funds/world/risk
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