Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 11.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.95 | — |
| R-squared | 33 | — |
| Standard deviation | 12.31 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 33.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 50 | — |
| Standard deviation | 14.89 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 19.31 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 1.13 | — |
| Price/Sales (P/S) | 1.87 | — |
| Price/Cashflow (P/CF) | 0.23 | — |
| Median market vapitalization | 6.15K | — |
| 3-year earnings growth | -10.82 | — |
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/mutual_funds/world/risk
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