Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 83 | — |
| Standard deviation | 12.32 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 83 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 87 | — |
| Standard deviation | 18.13 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.81 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 940 | — |
| 3-year earnings growth | -10 | — |
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/mutual_funds/world/risk
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