Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 87 | — |
| Standard deviation | 13.09 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 73 | — |
| Standard deviation | 11.96 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 79 | — |
| Standard deviation | 12.82 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 8.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.20M | — |
| 3-year earnings growth | 10.67 | — |
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/mutual_funds/world/risk
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