Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 2.45 | — |
| R-squared | 96 | — |
| Standard deviation | 20.41 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 25.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 96 | — |
| Standard deviation | 22.05 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 12.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 97 | — |
| Standard deviation | 20.44 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 16.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 69.61K | — |
| 3-year earnings growth | 14.39 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.