Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 96 | — |
| Standard deviation | 8.60 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 8.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 96 | — |
| Standard deviation | 9.40 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 9.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 95 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 37.97K | — |
| 3-year earnings growth | 8.69 | — |
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/mutual_funds/world/risk
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