Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 60 | — |
| Standard deviation | 6.70 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 7.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 70 | — |
| Standard deviation | 7.85 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 77 | — |
| Standard deviation | 9.48 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 86.72K | — |
| 3-year earnings growth | 6.96 | — |
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/mutual_funds/world/risk
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