Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 0 | — |
| Mean annual return | 0.28 | — |
| R-squared | 44 | — |
| Standard deviation | 2.94 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 8.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 0 | — |
| Mean annual return | 0.09 | — |
| R-squared | 60 | — |
| Standard deviation | 3.91 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 61 | — |
| Standard deviation | 3.58 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 60.59K | — |
| 3-year earnings growth | -5.20 | — |
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/mutual_funds/world/risk
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