Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 72 | — |
| Standard deviation | 4.47 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 77 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 75 | — |
| Standard deviation | 4.59 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 222.52K | — |
| 3-year earnings growth | 14.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.