Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 58 | — |
| Standard deviation | 12.82 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 72 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 80 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 1.10 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 7.11K | — |
| 3-year earnings growth | -1.09 | — |
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/mutual_funds/world/risk
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