Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 92 | — |
| Standard deviation | 18.18 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 90 | — |
| Standard deviation | 19.28 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 91 | — |
| Standard deviation | 18.41 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 19.16K | — |
| 3-year earnings growth | 9.38 | — |
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/mutual_funds/world/risk
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