Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 93 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 92 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -2.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 94 | — |
| Standard deviation | 16.25 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 95.61K | — |
| 3-year earnings growth | 14.24 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.