Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 99 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 16.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 99 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 12.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 99 | — |
| Standard deviation | 13.23 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 11.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 352.10K | — |
| 3-year earnings growth | 14.23 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.