Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 90 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 91 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 93 | — |
| Standard deviation | 19.96 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 23.92K | — |
| 3-year earnings growth | 16.17 | — |
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/mutual_funds/world/risk
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