Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 96 | — |
| Standard deviation | 25.66 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 94 | — |
| Standard deviation | 27.44 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -7.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 95 | — |
| Standard deviation | 23.86 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 38.87K | — |
| 3-year earnings growth | 20.63 | — |
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/mutual_funds/world/risk
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