Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 43 | — |
| Standard deviation | 5.77 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 55 | — |
| Standard deviation | 6.65 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 61 | — |
| Standard deviation | 8.97 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 6.10K | — |
| 3-year earnings growth | -3.49 | — |
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/mutual_funds/world/risk
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