Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 89 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 90 | — |
| Standard deviation | 16.19 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 92 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 197.57K | — |
| 3-year earnings growth | 15.22 | — |
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/mutual_funds/world/risk
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