Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 91 | — |
| Standard deviation | 10.64 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 10.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 90 | — |
| Standard deviation | 12.92 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 6.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 90 | — |
| Standard deviation | 12.73 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 88.10K | — |
| 3-year earnings growth | 15.43 | — |
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/mutual_funds/world/risk
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