Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 91 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 93 | — |
| Standard deviation | 16.96 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 93 | — |
| Standard deviation | 17.71 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 98.77K | — |
| 3-year earnings growth | 11.49 | — |
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/mutual_funds/world/risk
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