Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 82 | — |
| Standard deviation | 9.62 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 89 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 90 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 41.20K | — |
| 3-year earnings growth | 6.67 | — |
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/mutual_funds/world/risk
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