Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 89 | — |
| Standard deviation | 12 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 90 | — |
| Standard deviation | 13.03 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 87 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 1.02 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 4.50K | — |
| 3-year earnings growth | 6.71 | — |
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/mutual_funds/world/risk
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