Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 85 | — |
| Standard deviation | 5.37 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 1.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 89 | — |
| Standard deviation | 6.44 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -0.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 82 | — |
| Standard deviation | 5.54 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 195.76K | — |
| 3-year earnings growth | 15.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.