Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 89 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.26 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 90 | — |
| Standard deviation | 17.49 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 86 | — |
| Standard deviation | 16.83 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 84.44K | — |
| 3-year earnings growth | 11.60 | — |
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/mutual_funds/world/risk
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