Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.01 | — |
| R-squared | — | — |
| Standard deviation | 4.74 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.67 | — |
| R-squared | — | — |
| Standard deviation | 5.17 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.62 | — |
| R-squared | — | — |
| Standard deviation | 4.99 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.91M | — |
| 3-year earnings growth | 10.66 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.