Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 96 | — |
| Standard deviation | 11.93 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 8.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 97 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 98 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 65.30K | — |
| 3-year earnings growth | 11.72 | — |
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/mutual_funds/world/risk
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