Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 91 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 91 | — |
| Standard deviation | 16.11 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 93 | — |
| Standard deviation | 17.73 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 71.33K | — |
| 3-year earnings growth | 16.18 | — |
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/mutual_funds/world/risk
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