Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 97 | — |
| Standard deviation | 23.16 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 6.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 96 | — |
| Standard deviation | 25.88 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -7.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 91 | — |
| Standard deviation | 22.14 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 60.89K | — |
| 3-year earnings growth | 15.71 | — |
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/mutual_funds/world/risk
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