Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 88 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 88 | — |
| Standard deviation | 17.24 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 91 | — |
| Standard deviation | 17.65 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 86.85K | — |
| 3-year earnings growth | 17.83 | — |
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/mutual_funds/world/risk
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