Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 47 | — |
| Standard deviation | 10.40 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 11.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 65 | — |
| Standard deviation | 11.94 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 70 | — |
| Standard deviation | 11.52 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 37.35K | — |
| 3-year earnings growth | 5.65 | — |
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/mutual_funds/world/risk
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