Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 95 | — |
| Standard deviation | 7.58 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 92 | — |
| Standard deviation | 7.83 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 85 | — |
| Standard deviation | 6.79 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 154.43K | — |
| 3-year earnings growth | 1.37 | — |
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/mutual_funds/world/risk
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