Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 66 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 77 | — |
| Standard deviation | 16.69 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 82 | — |
| Standard deviation | 19.20 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 1.33 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 18.81K | — |
| 3-year earnings growth | 13.89 | — |
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