Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 89 | — |
| Standard deviation | 9.07 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 7.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 90 | — |
| Standard deviation | 10.92 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 7.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 92 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 11.89K | — |
| 3-year earnings growth | 6.40 | — |
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/mutual_funds/world/risk
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