Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 80 | — |
| Standard deviation | 10.71 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 11.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 85 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 89 | — |
| Standard deviation | 17.06 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 29.83K | — |
| 3-year earnings growth | 4.62 | — |
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/mutual_funds/world/risk
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