Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 87 | — |
| Standard deviation | 5.71 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 91 | — |
| Standard deviation | 6.60 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 89 | — |
| Standard deviation | 7.25 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 4.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 131.95K | — |
| 3-year earnings growth | 9.45 | — |
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/mutual_funds/world/risk
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