Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 67 | — |
| Standard deviation | 18.23 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 76 | — |
| Standard deviation | 19.84 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 83 | — |
| Standard deviation | 18.71 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 50.89K | — |
| 3-year earnings growth | 6.70 | — |
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/mutual_funds/world/risk
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