Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 81 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 13.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 84 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 81 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 635.77K | — |
| 3-year earnings growth | 13.57 | — |
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/mutual_funds/world/risk
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