Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.83 | — |
| Beta | 0 | — |
| Mean annual return | 0.76 | — |
| R-squared | 27 | — |
| Standard deviation | 2.41 | — |
| Sharpe ratio | 2.55 | — |
| Treynor ratio | 21.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.95 | — |
| Beta | 0 | — |
| Mean annual return | 0.42 | — |
| R-squared | 21 | — |
| Standard deviation | 4.51 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.04 | — |
| 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) | 0.13 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 4.49 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 227 | — |
| 3-year earnings growth | -23.50 | — |
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/mutual_funds/world/risk
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