Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 90 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 2.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 94 | — |
| Standard deviation | 9.14 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 90 | — |
| Standard deviation | 9.16 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 71.44K | — |
| 3-year earnings growth | 13.06 | — |
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/mutual_funds/world/risk
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