Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 95 | — |
| Standard deviation | 22.23 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 95 | — |
| Standard deviation | 26.09 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -8.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 89 | — |
| Standard deviation | 22.89 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 75.98K | — |
| 3-year earnings growth | 16.85 | — |
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/mutual_funds/world/risk
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