Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 84 | — |
| Standard deviation | 9.28 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 89 | — |
| Standard deviation | 10.50 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 92 | — |
| Standard deviation | 9.91 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 68.20K | — |
| 3-year earnings growth | 3.16 | — |
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/mutual_funds/world/risk
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