Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 79 | — |
| Standard deviation | 15.60 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 78 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 6.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 83 | — |
| Standard deviation | 16.42 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 5.92K | — |
| 3-year earnings growth | 7.15 | — |
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/mutual_funds/world/risk
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