Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 87 | — |
| Standard deviation | 12.63 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 92 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 90 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 32.22K | — |
| 3-year earnings growth | 11.75 | — |
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/mutual_funds/world/risk
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