Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 96 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 9.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 95 | — |
| Standard deviation | 7.36 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 6.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 93 | — |
| Standard deviation | 8.04 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 6.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 50.16K | — |
| 3-year earnings growth | 6.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.