Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 97 | — |
| Standard deviation | 9.36 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 4.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 97 | — |
| Standard deviation | 10.57 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 97 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 94.06K | — |
| 3-year earnings growth | 11.03 | — |
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/mutual_funds/world/risk
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