Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 50 | — |
| Standard deviation | 10.85 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 9.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 64 | — |
| Standard deviation | 12.34 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 1.14 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 59.47K | — |
| 3-year earnings growth | 1.94 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.