Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 81 | — |
| Standard deviation | 10.55 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 90 | — |
| Standard deviation | 13.25 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 94 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 38.95K | — |
| 3-year earnings growth | 9.55 | — |
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/mutual_funds/world/risk
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