Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 100 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 8.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 100 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 9.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 100 | — |
| Standard deviation | 13.34 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 42.15K | — |
| 3-year earnings growth | 0.34 | — |
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/mutual_funds/world/risk
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