Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 91 | — |
| Standard deviation | 7.79 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 4.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 89 | — |
| Standard deviation | 8.59 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 3.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 81 | — |
| Standard deviation | 8.54 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 95.95K | — |
| 3-year earnings growth | 4.67 | — |
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/mutual_funds/world/risk
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