Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1 | — |
| R-squared | — | — |
| Standard deviation | 30.98 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.49 | — |
| R-squared | — | — |
| Standard deviation | 36.63 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.92 | — |
| R-squared | — | — |
| Standard deviation | 29.73 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 1.01 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 18.42K | — |
| 3-year earnings growth | -32.87 | — |
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/mutual_funds/world/risk
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