Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 43 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 49 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 64 | — |
| Standard deviation | 15.19 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 22.87K | — |
| 3-year earnings growth | 17.71 | — |
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/mutual_funds/world/risk
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