Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 95 | — |
| Standard deviation | 25.02 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.64 | — |
| Beta | 1 | — |
| Mean annual return | -0.28 | — |
| R-squared | 95 | — |
| Standard deviation | 28.31 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -10.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 93 | — |
| Standard deviation | 24.28 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 81.24K | — |
| 3-year earnings growth | 18.59 | — |
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/mutual_funds/world/risk
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