Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 88 | — |
| Standard deviation | 3.98 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 0.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 87 | — |
| Standard deviation | 4.55 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 75 | — |
| Standard deviation | 4.53 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 137.57K | — |
| 3-year earnings growth | 7.37 | — |
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/mutual_funds/world/risk
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