Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.03 | — |
| Beta | 0 | — |
| Mean annual return | 0.11 | — |
| R-squared | 26 | — |
| Standard deviation | 3.55 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -6.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 0 | — |
| Mean annual return | -0.02 | — |
| R-squared | 22 | — |
| Standard deviation | 2.99 | — |
| Sharpe ratio | -0.60 | — |
| Treynor ratio | -9.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 2.54K | — |
| 3-year earnings growth | 8.55 | — |
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/mutual_funds/world/risk
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