Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 98 | — |
| Standard deviation | 11.81 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 98 | — |
| Standard deviation | 12.71 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 9.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 99 | — |
| Standard deviation | 15.86 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 4.07M | — |
| 3-year earnings growth | 21.47 | — |
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/mutual_funds/world/risk
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