Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 89 | — |
| Standard deviation | 12.45 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 92 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 95 | — |
| Standard deviation | 15.31 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 83.56K | — |
| 3-year earnings growth | 16.96 | — |
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/mutual_funds/world/risk
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