Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 52 | — |
| Standard deviation | 3.92 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 0 | — |
| Mean annual return | 0.20 | — |
| R-squared | 45 | — |
| Standard deviation | 3.52 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -1.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.48 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 2.05 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 183 | — |
| 3-year earnings growth | 32 | — |
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/mutual_funds/world/risk
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