Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 77 | — |
| Standard deviation | 12.49 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 76 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 74 | — |
| Standard deviation | 15.37 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 18.34K | — |
| 3-year earnings growth | 12.04 | — |
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/mutual_funds/world/risk
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