Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 64 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 7.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 61 | — |
| Standard deviation | 17.46 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.27 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 66 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 23.59K | — |
| 3-year earnings growth | 23.57 | — |
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/mutual_funds/world/risk
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