Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 60 | — |
| Standard deviation | 7.38 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 59 | — |
| Standard deviation | 7.07 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 65 | — |
| Standard deviation | 6.55 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 126.32K | — |
| 3-year earnings growth | 15.92 | — |
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/mutual_funds/world/risk
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