Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 97 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 98 | — |
| Standard deviation | 16.30 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 98 | — |
| Standard deviation | 17.55 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 26.96K | — |
| 3-year earnings growth | 4.65 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.