Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 67 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 82 | — |
| Standard deviation | 19.43 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 87 | — |
| Standard deviation | 20.76 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 847.06K | — |
| 3-year earnings growth | 13.33 | — |
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/mutual_funds/world/risk
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