Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 94 | — |
| Standard deviation | 12.38 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 7.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 95 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 95 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 234.28K | — |
| 3-year earnings growth | 9.13 | — |
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/mutual_funds/world/risk
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