Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 75 | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 83 | — |
| Standard deviation | 11.19 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 84 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 93.85K | — |
| 3-year earnings growth | 11.41 | — |
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/mutual_funds/world/risk
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