Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 86 | — |
| Standard deviation | 12.62 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 88 | — |
| Standard deviation | 14.84 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 91 | — |
| Standard deviation | 17.08 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 2.23K | — |
| 3-year earnings growth | 3.64 | — |
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/mutual_funds/world/risk
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