Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 79 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 85 | — |
| Standard deviation | 17.86 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 87 | — |
| Standard deviation | 17.03 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 131.34K | — |
| 3-year earnings growth | 14.18 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.