Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 81 | — |
| Standard deviation | 10.37 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 85 | — |
| Standard deviation | 12.97 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 86 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 78.77K | — |
| 3-year earnings growth | 9.76 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.