Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 72 | — |
| Standard deviation | 16.90 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 82 | — |
| Standard deviation | 21 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 86 | — |
| Standard deviation | 20.24 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 63.13K | — |
| 3-year earnings growth | 4.69 | — |
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/mutual_funds/world/risk
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