Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 67 | — |
| Standard deviation | 4.60 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 73 | — |
| Standard deviation | 5.86 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 75 | — |
| Standard deviation | 5.23 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 73.56K | — |
| 3-year earnings growth | 5.09 | — |
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/mutual_funds/world/risk
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