Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 93 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 11.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 95 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 95 | — |
| Standard deviation | 14.80 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 1.07M | — |
| 3-year earnings growth | 15.06 | — |
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/mutual_funds/world/risk
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