Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 99 | — |
| Standard deviation | 11.19 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 8.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 99 | — |
| Standard deviation | 12.98 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 97 | — |
| Standard deviation | 13.76 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 60.00K | — |
| 3-year earnings growth | 12.21 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.