Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 92 | — |
| Standard deviation | 11.74 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 95 | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 97 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 3.61K | — |
| 3-year earnings growth | 9.06 | — |
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/mutual_funds/world/risk
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