Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 94 | — |
| Standard deviation | 7.53 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 2.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 97 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 97 | — |
| Standard deviation | 8.88 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 51.39K | — |
| 3-year earnings growth | 9.98 | — |
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/mutual_funds/world/risk
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