Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 73 | — |
| Standard deviation | 8.06 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 74 | — |
| Standard deviation | 9.30 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -1.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 81 | — |
| Standard deviation | 8.99 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 689.43K | — |
| 3-year earnings growth | 14.96 | — |
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/mutual_funds/world/risk
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