Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 98 | — |
| Standard deviation | 9.12 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 8.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 98 | — |
| Standard deviation | 10.49 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 5.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 93 | — |
| Standard deviation | 9.94 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 132.45K | — |
| 3-year earnings growth | 8.76 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.