Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 54 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 35 | — |
| Standard deviation | 20.83 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 55 | — |
| Standard deviation | 19.95 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.28 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 8.70K | — |
| 3-year earnings growth | 12.97 | — |
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/mutual_funds/world/risk
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