Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 96 | — |
| Standard deviation | 25.71 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.17 | — |
| R-squared | 92 | — |
| Standard deviation | 27.55 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -9.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 88 | — |
| Standard deviation | 23.19 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 74.14K | — |
| 3-year earnings growth | 21.19 | — |
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/mutual_funds/world/risk
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