Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 91 | — |
| Standard deviation | 8.86 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 7.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 89 | — |
| Standard deviation | 9.84 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 8.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 88 | — |
| Standard deviation | 13.37 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 22.86K | — |
| 3-year earnings growth | 4.18 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.