Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 82 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 84 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 87 | — |
| Standard deviation | 16.54 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 4.33K | — |
| 3-year earnings growth | 16.71 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.