Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.57 | — |
| R-squared | — | — |
| Standard deviation | 27.69 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -1.35 | — |
| R-squared | — | — |
| Standard deviation | 35.57 | — |
| Sharpe ratio | -0.55 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.27 | — |
| R-squared | — | — |
| Standard deviation | 31.48 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 71.60K | — |
| 3-year earnings growth | 29.38 | — |
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/mutual_funds/world/risk
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