Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 92 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 9.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 84 | — |
| Standard deviation | 11.47 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 12.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 89 | — |
| Standard deviation | 12.05 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 8.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 102.09K | — |
| 3-year earnings growth | -0.34 | — |
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/mutual_funds/world/risk
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