Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 93 | — |
| Standard deviation | 6.99 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 95 | — |
| Standard deviation | 8.20 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 95 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 115.96K | — |
| 3-year earnings growth | 12.11 | — |
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/mutual_funds/world/risk
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