Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 79 | — |
| Standard deviation | 12.34 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 80 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 83 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 70.48K | — |
| 3-year earnings growth | 14.61 | — |
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/mutual_funds/world/risk
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