Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 87 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 13.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 89 | — |
| Standard deviation | 19.76 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 89 | — |
| Standard deviation | 16.33 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 1.25 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 27.90K | — |
| 3-year earnings growth | 16.12 | — |
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/mutual_funds/world/risk
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