Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 63 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 70 | — |
| Standard deviation | 14.33 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 1.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 65 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 1.02 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 281 | — |
| 3-year earnings growth | 10.74 | — |
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/mutual_funds/world/risk
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