Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 93 | — |
| Standard deviation | 21.54 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 7.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 90 | — |
| Standard deviation | 23.68 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 88 | — |
| Standard deviation | 21.08 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 5.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.77 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 31.25K | — |
| 3-year earnings growth | 14.70 | — |
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/mutual_funds/world/risk
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