Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 70 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 75 | — |
| Standard deviation | 13.89 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 82 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 54.73K | — |
| 3-year earnings growth | 8.37 | — |
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/mutual_funds/world/risk
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