Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 59 | — |
| Standard deviation | 13.05 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 17.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 61 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 64 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.57M | — |
| 3-year earnings growth | 19.22 | — |
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/mutual_funds/world/risk
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