Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 76 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 9.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 79 | — |
| Standard deviation | 10.96 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 9.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 87 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 25.33K | — |
| 3-year earnings growth | -5.04 | — |
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/mutual_funds/world/risk
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