Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 96 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 96 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 97 | — |
| Standard deviation | 13.61 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 101.02K | — |
| 3-year earnings growth | 7.84 | — |
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/mutual_funds/world/risk
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