Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 91 | — |
| Standard deviation | 8.82 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 4.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 91 | — |
| Standard deviation | 9.66 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 3.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 81 | — |
| Standard deviation | 9.63 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 3.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 165.28K | — |
| 3-year earnings growth | 5.63 | — |
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/mutual_funds/world/risk
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