Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 76 | — |
| Standard deviation | 11.78 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 79 | — |
| Standard deviation | 15.87 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 84 | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 49.76K | — |
| 3-year earnings growth | 18.69 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.