Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 80 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 11.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 74 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 78 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 529.25K | — |
| 3-year earnings growth | 15.53 | — |
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/mutual_funds/world/risk
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