Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 78 | — |
| Standard deviation | 8.42 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 0.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 84 | — |
| Standard deviation | 9.90 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 80 | — |
| Standard deviation | 9.27 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 38.55K | — |
| 3-year earnings growth | 13.57 | — |
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/mutual_funds/world/risk
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