Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 93 | — |
| Standard deviation | 12.21 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 93 | — |
| Standard deviation | 12.89 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 95 | — |
| Standard deviation | 16.19 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 10.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 2.02M | — |
| 3-year earnings growth | 19.90 | — |
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/mutual_funds/world/risk
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