Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 81 | — |
| Standard deviation | 14.23 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 73 | — |
| Standard deviation | 13.81 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 77 | — |
| Standard deviation | 14.71 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 8.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 1.26M | — |
| 3-year earnings growth | 19.17 | — |
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/mutual_funds/world/risk
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