Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 89 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 80 | — |
| Standard deviation | 21.96 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 89 | — |
| Standard deviation | 26.30 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 20.45K | — |
| 3-year earnings growth | 4.41 | — |
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/mutual_funds/world/risk
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