Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 86 | — |
| Standard deviation | 12.95 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 87 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 86 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 348.63K | — |
| 3-year earnings growth | 18.18 | — |
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/mutual_funds/world/risk
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