Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 96 | — |
| Standard deviation | 24.97 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -0.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.14 | — |
| Beta | 1 | — |
| Mean annual return | -0.32 | — |
| R-squared | 96 | — |
| Standard deviation | 28.60 | — |
| Sharpe ratio | -0.25 | — |
| Treynor ratio | -10.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 95 | — |
| Standard deviation | 24.01 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 81.59K | — |
| 3-year earnings growth | 19.20 | — |
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/mutual_funds/world/risk
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