Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 86 | — |
| Standard deviation | 12.01 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 16.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 91 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 14.79K | — |
| 3-year earnings growth | 21.99 | — |
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/mutual_funds/world/risk
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