Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 89 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 88 | — |
| Standard deviation | 17.20 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 87 | — |
| Standard deviation | 17.76 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 59.28K | — |
| 3-year earnings growth | 27.84 | — |
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/mutual_funds/world/risk
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