Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 92 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 94 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 95 | — |
| Standard deviation | 18.30 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 1.12 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 4.43K | — |
| 3-year earnings growth | 12.36 | — |
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/mutual_funds/world/risk
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