Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.40 | — |
| Beta | 0 | — |
| Mean annual return | 0.92 | — |
| R-squared | 10 | — |
| Standard deviation | 3.18 | — |
| Sharpe ratio | 2.02 | — |
| Treynor ratio | -30.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.55 | — |
| Beta | 0 | — |
| Mean annual return | 1 | — |
| R-squared | 5 | — |
| Standard deviation | 4.40 | — |
| Sharpe ratio | 2.01 | — |
| Treynor ratio | -50.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.49 | — |
| Beta | 0 | — |
| Mean annual return | 0.42 | — |
| R-squared | 4 | — |
| Standard deviation | 5.09 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | -15.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 17.29K | — |
| 3-year earnings growth | 6.36 | — |
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/mutual_funds/world/risk
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