Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 69 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 77 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 11.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 87 | — |
| Standard deviation | 19.72 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 47.88K | — |
| 3-year earnings growth | -7.56 | — |
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/mutual_funds/world/risk
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