Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 74 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 83 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 86 | — |
| Standard deviation | 16 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 164.65K | — |
| 3-year earnings growth | 20.22 | — |
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/mutual_funds/world/risk
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