Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 90 | — |
| Standard deviation | 8.92 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 4.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 83 | — |
| Standard deviation | 8.79 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 82 | — |
| Standard deviation | 9.29 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 111.31K | — |
| 3-year earnings growth | -2.41 | — |
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