Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 81 | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 80 | — |
| Standard deviation | 20.13 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.97 | — |
| R-squared | — | — |
| Standard deviation | 18.59 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 30.64K | — |
| 3-year earnings growth | 21.54 | — |
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/mutual_funds/world/risk
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