Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 65 | — |
| Standard deviation | 9.23 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 71 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 78 | — |
| Standard deviation | 18.69 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 18.68K | — |
| 3-year earnings growth | 12.52 | — |
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/mutual_funds/world/risk
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