Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 99 | — |
| Standard deviation | 5.87 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 2.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 99 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 94 | — |
| Standard deviation | 5.62 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 175.15K | — |
| 3-year earnings growth | 10.49 | — |
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/mutual_funds/world/risk
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