Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 89 | — |
| Standard deviation | 6.48 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 93 | — |
| Standard deviation | 7.85 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | -2.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 89 | — |
| Standard deviation | 7.32 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 140.82K | — |
| 3-year earnings growth | 14.19 | — |
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/mutual_funds/world/risk
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