Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 100 | — |
| Standard deviation | 11.66 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 13.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 100 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 100 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.13M | — |
| 3-year earnings growth | 13.12 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.