Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 67 | — |
| Standard deviation | 9.30 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 72 | — |
| Standard deviation | 10.68 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 10.70 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 651.31K | — |
| 3-year earnings growth | 13.59 | — |
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/mutual_funds/world/risk
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