Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 72 | — |
| Standard deviation | 5.68 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 81 | — |
| Standard deviation | 7.63 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 83 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 36.11K | — |
| 3-year earnings growth | 9.68 | — |
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/mutual_funds/world/risk
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