Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 92 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 92 | — |
| Standard deviation | 14.84 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 80 | — |
| Standard deviation | 17.14 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 5.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 3.09K | — |
| 3-year earnings growth | 2.04 | — |
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/mutual_funds/world/risk
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