Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 83 | — |
| Standard deviation | 8.48 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 8.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 79 | — |
| Standard deviation | 10.28 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 83 | — |
| Standard deviation | 11.10 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 53.54K | — |
| 3-year earnings growth | 12.51 | — |
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/mutual_funds/world/risk
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