Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 2 | — |
| Mean annual return | 0.44 | — |
| R-squared | 89 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.04 | — |
| Beta | 2 | — |
| Mean annual return | -0.02 | — |
| R-squared | 83 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -2.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 61 | — |
| Standard deviation | 7.54 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 1.94 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 4.37 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.19K | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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