Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 83 | — |
| Standard deviation | 8.97 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 7 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 90 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.94 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 90.87K | — |
| 3-year earnings growth | 14.82 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.