Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 99 | — |
| Standard deviation | 10.25 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 6.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 99 | — |
| Standard deviation | 11.84 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 99 | — |
| Standard deviation | 11.50 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 7.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 61.94K | — |
| 3-year earnings growth | -5.21 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.