Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 89 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 86 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 89 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 104.38K | — |
| 3-year earnings growth | 7.87 | — |
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/mutual_funds/world/risk
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