Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 91 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 89 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 89 | — |
| Standard deviation | 15.81 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 9.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 626.47K | — |
| 3-year earnings growth | 18.55 | — |
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/mutual_funds/world/risk
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