Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 80 | — |
| Standard deviation | 5.90 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 79 | — |
| Standard deviation | 7.55 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 84 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 38.30K | — |
| 3-year earnings growth | 2.39 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.