Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.73 | — |
| Beta | 0 | — |
| Mean annual return | 0.78 | — |
| R-squared | 6 | — |
| Standard deviation | 3.24 | — |
| Sharpe ratio | 1.99 | — |
| Treynor ratio | -36.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.11 | — |
| Beta | 0 | — |
| Mean annual return | 0.90 | — |
| R-squared | 3 | — |
| Standard deviation | 4.53 | — |
| Sharpe ratio | 1.99 | — |
| Treynor ratio | -59.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.59 | — |
| Beta | 0 | — |
| Mean annual return | 0.32 | — |
| R-squared | 3 | — |
| Standard deviation | 5.14 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | -16.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 17.29K | — |
| 3-year earnings growth | 6.36 | — |
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/mutual_funds/world/risk
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