Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 82 | — |
| Standard deviation | 7.45 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 4.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 84 | — |
| Standard deviation | 8.61 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 4.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 84 | — |
| Standard deviation | 7.93 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 88.61K | — |
| 3-year earnings growth | 7.04 | — |
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/mutual_funds/world/risk
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