Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 90 | — |
| Standard deviation | 11.14 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 91 | — |
| Standard deviation | 13.48 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 92 | — |
| Standard deviation | 13.88 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.59K | — |
| 3-year earnings growth | 2.04 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.