Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 98 | — |
| Standard deviation | 6.86 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 8.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 97 | — |
| Standard deviation | 8.33 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 5.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 90 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 4.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 71.28K | — |
| 3-year earnings growth | 10.26 | — |
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/mutual_funds/world/risk
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