Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 84 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 87 | — |
| Standard deviation | 17.63 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 85 | — |
| Standard deviation | 17.51 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 74.11K | — |
| 3-year earnings growth | 13.36 | — |
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/mutual_funds/world/risk
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