Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 88 | — |
| Standard deviation | 10.69 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 82 | — |
| Standard deviation | 10.59 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 84 | — |
| Standard deviation | 10.99 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 115.64K | — |
| 3-year earnings growth | -1.26 | — |
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/mutual_funds/world/risk
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