Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 82 | — |
| Standard deviation | 4 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 0.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 67 | — |
| Standard deviation | 3.67 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 53 | — |
| Standard deviation | 4.59 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 43.36K | — |
| 3-year earnings growth | 1.96 | — |
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/mutual_funds/world/risk
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