Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 94 | — |
| Standard deviation | 7.78 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 4.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 93 | — |
| Standard deviation | 8.58 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 3.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 91 | — |
| Standard deviation | 8.36 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 95.95K | — |
| 3-year earnings growth | 4.67 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.