Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 91 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 90 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 91 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 68.45K | — |
| 3-year earnings growth | 11.19 | — |
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/mutual_funds/world/risk
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