Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 91 | — |
| Standard deviation | 5.50 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 2.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 91 | — |
| Standard deviation | 6.39 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 85 | — |
| Standard deviation | 6.37 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 70.59K | — |
| 3-year earnings growth | 11.42 | — |
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/mutual_funds/world/risk
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