Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 80 | — |
| Standard deviation | 7.46 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 87 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 86 | — |
| Standard deviation | 9.61 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 101.80K | — |
| 3-year earnings growth | 11.15 | — |
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/mutual_funds/world/risk
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