Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 69 | — |
| Standard deviation | 6.91 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 67 | — |
| Standard deviation | 9.73 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 69 | — |
| Standard deviation | 9.29 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 761.14K | — |
| 3-year earnings growth | 15.07 | — |
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/mutual_funds/world/risk
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