Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 81 | — |
| Standard deviation | 11.97 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 10.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 86 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 89 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 312.15K | — |
| 3-year earnings growth | 16.24 | — |
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/mutual_funds/world/risk
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