Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 45 | — |
| Standard deviation | 11.15 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 31 | — |
| Standard deviation | 11.80 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 47 | — |
| Standard deviation | 12.93 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.93 | — |
| Price/Sales (P/S) | 1.27 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 3.16K | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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