Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -13.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 84 | — |
| Standard deviation | 16.77 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 81 | — |
| Standard deviation | 19.53 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.46 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 64.16K | — |
| 3-year earnings growth | 13.45 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.