Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 78 | — |
| Standard deviation | 5.41 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 3.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 77 | — |
| Standard deviation | 5.62 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 82 | — |
| Standard deviation | 6.74 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 4.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 44.89K | — |
| 3-year earnings growth | 12.40 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.