Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 89 | — |
| Standard deviation | 18.51 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 88 | — |
| Standard deviation | 18.25 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 91 | — |
| Standard deviation | 19.05 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 4.79K | — |
| 3-year earnings growth | 11.38 | — |
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/mutual_funds/world/risk
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