Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.22 | — |
| Beta | 0 | — |
| Mean annual return | 0.40 | — |
| R-squared | 20 | — |
| Standard deviation | 13.53 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -3.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.13 | — |
| R-squared | 23 | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -8.50 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 1.74 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 1.01K | — |
| 3-year earnings growth | 16.64 | — |
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/mutual_funds/world/risk
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