Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 82 | — |
| Standard deviation | 10.68 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 88 | — |
| Standard deviation | 13.49 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 91 | — |
| Standard deviation | 14.60 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 53.65K | — |
| 3-year earnings growth | 12.04 | — |
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/mutual_funds/world/risk
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