Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 78 | — |
| Standard deviation | 4.15 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 83 | — |
| Standard deviation | 4.89 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 82 | — |
| Standard deviation | 4.35 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 0.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 80.71K | — |
| 3-year earnings growth | 6.13 | — |
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/mutual_funds/world/risk
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