Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 96 | — |
| Standard deviation | 14.03 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 96 | — |
| Standard deviation | 15.87 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 96 | — |
| Standard deviation | 17.01 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 44.20K | — |
| 3-year earnings growth | 14.92 | — |
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/mutual_funds/world/risk
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