Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 82 | — |
| Standard deviation | 6.38 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 82 | — |
| Standard deviation | 6.96 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 5.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 83 | — |
| Standard deviation | 9.29 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 47.07K | — |
| 3-year earnings growth | 8.55 | — |
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/mutual_funds/world/risk
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