Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 98 | — |
| Standard deviation | 10.45 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 12.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 98 | — |
| Standard deviation | 11.14 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 11.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 98 | — |
| Standard deviation | 12.09 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 8.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 50.43K | — |
| 3-year earnings growth | 1.96 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.