Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 58 | — |
| Standard deviation | 18.98 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.86 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 69 | — |
| Standard deviation | 19 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -6.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 81 | — |
| Standard deviation | 20.30 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 8.03K | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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