Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 82 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 83 | — |
| Standard deviation | 15.04 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 88 | — |
| Standard deviation | 17.59 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 3.05M | — |
| 3-year earnings growth | 21.65 | — |
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/mutual_funds/world/risk
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