Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 96 | — |
| Standard deviation | 7.31 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 4.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 95 | — |
| Standard deviation | 7.47 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 4.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 93 | — |
| Standard deviation | 7.15 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 4.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 87.13K | — |
| 3-year earnings growth | -0.05 | — |
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/mutual_funds/world/risk
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