Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 88 | — |
| Standard deviation | 10.21 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 7.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 91 | — |
| Standard deviation | 12.91 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 90 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 118.64K | — |
| 3-year earnings growth | 12.51 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.