Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 95 | — |
| Standard deviation | 11.82 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 10.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 96 | — |
| Standard deviation | 14.70 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 96 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.86M | — |
| 3-year earnings growth | 17.23 | — |
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/mutual_funds/world/risk
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