Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.17 | — |
| Beta | 0 | — |
| Mean annual return | 0.89 | — |
| R-squared | 6 | — |
| Standard deviation | 3.24 | — |
| Sharpe ratio | 1.76 | — |
| Treynor ratio | -44.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.96 | — |
| R-squared | 3 | — |
| Standard deviation | 4.44 | — |
| Sharpe ratio | 1.81 | — |
| Treynor ratio | -77.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.14 | — |
| Beta | 0 | — |
| Mean annual return | 0.42 | — |
| R-squared | 3 | — |
| Standard deviation | 5.03 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | -17.17 | — |
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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