Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 91 | — |
| Standard deviation | 21.82 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -0.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.86 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 84 | — |
| Standard deviation | 22.51 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 78 | — |
| Standard deviation | 21.01 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 7.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 39.21K | — |
| 3-year earnings growth | 20.59 | — |
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/mutual_funds/world/risk
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