Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 84 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 88 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 89 | — |
| Standard deviation | 14.12 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 54.68K | — |
| 3-year earnings growth | 11.53 | — |
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/mutual_funds/world/risk
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