Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 97 | — |
| Standard deviation | 14.11 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 98 | — |
| Standard deviation | 16.32 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 98 | — |
| Standard deviation | 17.56 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 26.96K | — |
| 3-year earnings growth | 4.65 | — |
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/mutual_funds/world/risk
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