Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 98 | — |
| Standard deviation | 6.39 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 6.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 98 | — |
| Standard deviation | 7.09 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 93 | — |
| Standard deviation | 6.82 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 5.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 102.26K | — |
| 3-year earnings growth | 9.74 | — |
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/mutual_funds/world/risk
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