Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 75 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 15.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 84 | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 85 | — |
| Standard deviation | 14.48 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 164.92K | — |
| 3-year earnings growth | 13.68 | — |
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/mutual_funds/world/risk
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