Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 83 | — |
| Standard deviation | 10.61 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 84 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 83 | — |
| Standard deviation | 14.07 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 18.08K | — |
| 3-year earnings growth | 17.14 | — |
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/mutual_funds/world/risk
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