Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 90 | — |
| Standard deviation | 18.74 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 19.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 92 | — |
| Standard deviation | 20.88 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 7.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 92 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 13.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 359.52K | — |
| 3-year earnings growth | 22.57 | — |
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/mutual_funds/world/risk
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