Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 92 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 92 | — |
| Standard deviation | 18.19 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 93 | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 60.50K | — |
| 3-year earnings growth | 19.48 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.