Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 82 | — |
| Standard deviation | 12.47 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 86 | — |
| Standard deviation | 15.43 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 84 | — |
| Standard deviation | 14.14 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 79.82K | — |
| 3-year earnings growth | 14.51 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.