Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 97 | — |
| Standard deviation | 8.12 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 96 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 93 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 151.44K | — |
| 3-year earnings growth | 6.13 | — |
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/mutual_funds/world/risk
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