Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 98 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 98 | — |
| Standard deviation | 15.51 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 98 | — |
| Standard deviation | 16.67 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 47.36K | — |
| 3-year earnings growth | 14.47 | — |
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/mutual_funds/world/risk
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