Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.02 | — |
| Beta | 0 | — |
| Mean annual return | 0.39 | — |
| R-squared | 26 | — |
| Standard deviation | 4.26 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 43 | — |
| Standard deviation | 5.66 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -2.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 21 | — |
| Standard deviation | 7.23 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 12.63 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 76 | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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