Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 68 | — |
| Standard deviation | 8.07 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 11.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 76 | — |
| Standard deviation | 8.92 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 71 | — |
| Standard deviation | 8.45 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 247.90K | — |
| 3-year earnings growth | 7.19 | — |
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/mutual_funds/world/risk
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