Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 83 | — |
| Standard deviation | 8.66 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 4.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 86 | — |
| Standard deviation | 10.29 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 87 | — |
| Standard deviation | 10.12 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 69.44K | — |
| 3-year earnings growth | 11.07 | — |
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/mutual_funds/world/risk
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