Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 75 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 81 | — |
| Standard deviation | 15 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 79 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 27.28K | — |
| 3-year earnings growth | -2.24 | — |
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/mutual_funds/world/risk
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