Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 82 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 83 | — |
| Standard deviation | 16.94 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 86 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 357.10K | — |
| 3-year earnings growth | 18.47 | — |
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/mutual_funds/world/risk
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