Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 58 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 12.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 74 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 7.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 81 | — |
| Standard deviation | 14.70 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 11.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 68.28K | — |
| 3-year earnings growth | 7.91 | — |
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/mutual_funds/world/risk
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