Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.49 | — |
| Beta | 2 | — |
| Mean annual return | 1.49 | — |
| R-squared | 54 | — |
| Standard deviation | 21.37 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 7.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -15.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 49 | — |
| Standard deviation | 23.48 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 47 | — |
| Standard deviation | 22.35 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.07 | — |
| Price/Sales (P/S) | 0.10 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 124.35K | — |
| 3-year earnings growth | 0 | — |
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