Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 88 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 8.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 86 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 89 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 236.26K | — |
| 3-year earnings growth | 16.43 | — |
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