Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 98 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 7.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 99 | — |
| Standard deviation | 14.63 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 99 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 20.56K | — |
| 3-year earnings growth | 10.86 | — |
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/mutual_funds/world/risk
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