Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 72 | — |
| Standard deviation | 6.69 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 7.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 66 | — |
| Standard deviation | 7.57 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 9.71 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 19.76K | — |
| 3-year earnings growth | 6.17 | — |
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/mutual_funds/world/risk
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