Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 94 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 93 | — |
| Standard deviation | 14.58 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 14.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 94 | — |
| Standard deviation | 17.30 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 10.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 691.55K | — |
| 3-year earnings growth | 20.17 | — |
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/mutual_funds/world/risk
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