Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 86 | — |
| Standard deviation | 9.77 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 7.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 81 | — |
| Standard deviation | 11.77 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 83 | — |
| Standard deviation | 14.57 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 54.46K | — |
| 3-year earnings growth | 22.99 | — |
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/mutual_funds/world/risk
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