Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 84 | — |
| Standard deviation | 8.33 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 85 | — |
| Standard deviation | 8.67 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 8.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 88 | — |
| Standard deviation | 10.70 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 29.50K | — |
| 3-year earnings growth | -0.18 | — |
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/mutual_funds/world/risk
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