Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.73 | — |
| Beta | 1 | — |
| Mean annual return | 2.12 | — |
| R-squared | 79 | — |
| Standard deviation | 22.68 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 19.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 84 | — |
| Standard deviation | 22.86 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 6.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 85 | — |
| Standard deviation | 21.46 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 108.79K | — |
| 3-year earnings growth | 21.10 | — |
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/mutual_funds/world/risk
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