Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 81 | — |
| Standard deviation | 8.71 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 79 | — |
| Standard deviation | 9.72 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 81 | — |
| Standard deviation | 9.85 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 101.62K | — |
| 3-year earnings growth | 2.52 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.