Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 92 | — |
| Standard deviation | 3.32 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 83 | — |
| Standard deviation | 3.48 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | 0 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 72 | — |
| Standard deviation | 3.57 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -0.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 65.07K | — |
| 3-year earnings growth | 11.02 | — |
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/mutual_funds/world/risk
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