Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 67 | — |
| Standard deviation | 9.70 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 76 | — |
| Standard deviation | 10.92 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 83 | — |
| Standard deviation | 10.94 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 107.52K | — |
| 3-year earnings growth | 3.61 | — |
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/mutual_funds/world/risk
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