Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 99 | — |
| Standard deviation | 8.82 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 9.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 99 | — |
| Standard deviation | 10.78 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 100 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 90.35K | — |
| 3-year earnings growth | 8.89 | — |
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/mutual_funds/world/risk
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