Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 89 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.19 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 90 | — |
| Standard deviation | 17.66 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -4.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 86 | — |
| Standard deviation | 17.07 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 84.44K | — |
| 3-year earnings growth | 11.60 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.