Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 84 | — |
| Standard deviation | 12.62 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 7.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 86 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 89 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 119.58K | — |
| 3-year earnings growth | 19.62 | — |
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/mutual_funds/world/risk
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