Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 93 | — |
| Standard deviation | 12.25 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 93 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 13.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 94 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.30M | — |
| 3-year earnings growth | 20.27 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.