Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.69 | — |
| Beta | 2 | — |
| Mean annual return | 0.03 | — |
| R-squared | 82 | — |
| Standard deviation | 22.47 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.79 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 70 | — |
| Standard deviation | 26.09 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -4.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.86 | — |
| R-squared | — | — |
| Standard deviation | 23.49 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 64.98K | — |
| 3-year earnings growth | 19.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.