Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 90 | — |
| Standard deviation | 6.62 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 91 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 89 | — |
| Standard deviation | 6.90 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 65.24K | — |
| 3-year earnings growth | 13.70 | — |
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/mutual_funds/world/risk
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