Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 92 | — |
| Standard deviation | 12.82 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 94 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 92 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 80.67K | — |
| 3-year earnings growth | 17.88 | — |
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/mutual_funds/world/risk
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