Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 82 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 89 | — |
| Standard deviation | 14.60 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 90 | — |
| Standard deviation | 15.54 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 69.57K | — |
| 3-year earnings growth | 12.21 | — |
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/mutual_funds/world/risk
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