Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 25 | — |
| Standard deviation | 8.69 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 48 | — |
| Standard deviation | 10.04 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 61 | — |
| Standard deviation | 9.69 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 40.97K | — |
| 3-year earnings growth | -0.74 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.