Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 89 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 93 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 92 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 377.52K | — |
| 3-year earnings growth | 18.66 | — |
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/mutual_funds/world/risk
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