Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 96 | — |
| Standard deviation | 5.95 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 3.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 96 | — |
| Standard deviation | 6.93 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 96 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 40.31K | — |
| 3-year earnings growth | 11.65 | — |
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/mutual_funds/world/risk
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