Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 95 | — |
| Standard deviation | 19.65 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 95 | — |
| Standard deviation | 23.54 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -4.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 92 | — |
| Standard deviation | 20.45 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 94.06K | — |
| 3-year earnings growth | 13.65 | — |
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/mutual_funds/world/risk
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