Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 92 | — |
| Standard deviation | 9.96 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 89 | — |
| Standard deviation | 10.78 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 86 | — |
| Standard deviation | 10.73 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 127.65K | — |
| 3-year earnings growth | -0.30 | — |
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/mutual_funds/world/risk
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