Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 98 | — |
| Standard deviation | 11.15 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 10.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 98 | — |
| Standard deviation | 13.11 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 98 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 81.06K | — |
| 3-year earnings growth | 11.15 | — |
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/mutual_funds/world/risk
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