Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.50 | — |
| Beta | 3 | — |
| Mean annual return | 2.87 | — |
| R-squared | 69 | — |
| Standard deviation | 41.51 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -21.96 | — |
| Beta | 2 | — |
| Mean annual return | 0.18 | — |
| R-squared | 54 | — |
| Standard deviation | 40.90 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -4.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 69.07K | — |
| 3-year earnings growth | 0 | — |
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