Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 88 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 15.27 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 92 | — |
| Standard deviation | 17.29 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 6.71K | — |
| 3-year earnings growth | 12.40 | — |
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/mutual_funds/world/risk
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