Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 91 | — |
| Standard deviation | 9.19 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 92 | — |
| Standard deviation | 10.27 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 6.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 87 | — |
| Standard deviation | 13.45 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 17.83K | — |
| 3-year earnings growth | 3.38 | — |
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/mutual_funds/world/risk
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