Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 17.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 48 | — |
| Standard deviation | 26.30 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 29 | — |
| Standard deviation | 29.10 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 3.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 30 | — |
| Standard deviation | 34.13 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 8.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 21.28K | — |
| 3-year earnings growth | -4.07 | — |
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/mutual_funds/world/risk
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