Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 86 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 9.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 82 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 90 | — |
| Standard deviation | 10.82 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 66.64K | — |
| 3-year earnings growth | 9.41 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.