Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 91 | — |
| Standard deviation | 7.36 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 5.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 85 | — |
| Standard deviation | 9.37 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 85 | — |
| Standard deviation | 9.14 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 80.21K | — |
| 3-year earnings growth | 8.69 | — |
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/mutual_funds/world/risk
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