Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 91 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 91 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 93 | — |
| Standard deviation | 17.75 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 71.33K | — |
| 3-year earnings growth | 16.18 | — |
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/mutual_funds/world/risk
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