Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 74 | — |
| Standard deviation | 5.66 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 58 | — |
| Standard deviation | 5.88 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 67 | — |
| Standard deviation | 5.97 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 132.32K | — |
| 3-year earnings growth | 21.64 | — |
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/mutual_funds/world/risk
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