Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 62 | — |
| Standard deviation | 8.15 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 77 | — |
| Standard deviation | 11.30 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | -4.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 82 | — |
| Standard deviation | 12.18 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 1.10 | — |
| Price/Sales (P/S) | 8.55 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 358 | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.