Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 36 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4 | — |
| Beta | 2 | — |
| Mean annual return | 0.93 | — |
| R-squared | 47 | — |
| Standard deviation | 16.32 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 5.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.90 | — |
| Beta | 2 | — |
| Mean annual return | 0.86 | — |
| R-squared | 58 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 5 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 1.18 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 426 | — |
| 3-year earnings growth | 8.08 | — |
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/mutual_funds/world/risk
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