Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 73 | — |
| Standard deviation | 4.69 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 7 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 80 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 84 | — |
| Standard deviation | 6 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 52.83K | — |
| 3-year earnings growth | 3.85 | — |
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/mutual_funds/world/risk
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