Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 58 | — |
| Standard deviation | 8.82 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 69 | — |
| Standard deviation | 11.85 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 67 | — |
| Standard deviation | 12.28 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 56.28K | — |
| 3-year earnings growth | 11.18 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.