Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 84 | — |
| Standard deviation | 7.84 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 11.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 82 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 11.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 84 | — |
| Standard deviation | 8.77 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 7.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 44.73K | — |
| 3-year earnings growth | -1.44 | — |
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/mutual_funds/world/risk
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