Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 60 | — |
| Standard deviation | 4.03 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 2.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 49 | — |
| Standard deviation | 5.88 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 30 | — |
| Standard deviation | 7.53 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.18 | — |
| Price/Book (P/B) | 1.51 | — |
| Price/Sales (P/S) | 8.81 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 7.45K | — |
| 3-year earnings growth | -38.13 | — |
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/mutual_funds/world/risk
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