Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 96 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 96 | — |
| Standard deviation | 15.60 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 98 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 44.64K | — |
| 3-year earnings growth | 17.13 | — |
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/mutual_funds/world/risk
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