Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 76 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 79 | — |
| Standard deviation | 17.99 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 80 | — |
| Standard deviation | 18.44 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 22.61K | — |
| 3-year earnings growth | 13.42 | — |
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/mutual_funds/world/risk
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