Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 59 | — |
| Standard deviation | 12.16 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 55 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 68 | — |
| Standard deviation | 17.03 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 5.45K | — |
| 3-year earnings growth | 13.03 | — |
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/mutual_funds/world/risk
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