Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 88 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 7.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 90 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 90 | — |
| Standard deviation | 17.14 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 68.97K | — |
| 3-year earnings growth | 11 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.