Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 73 | — |
| Standard deviation | 11.21 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 85 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 89 | — |
| Standard deviation | 16.63 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 60.87K | — |
| 3-year earnings growth | 15.61 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.