Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 97 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 96 | — |
| Standard deviation | 17.31 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 96 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 18.04K | — |
| 3-year earnings growth | -4.47 | — |
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/mutual_funds/world/risk
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