Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 90 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 89 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 24.91K | — |
| 3-year earnings growth | 23.41 | — |
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/mutual_funds/world/risk
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