Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 76 | — |
| Standard deviation | 9.87 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 86 | — |
| Standard deviation | 12.70 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 89 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 29.75K | — |
| 3-year earnings growth | 9.31 | — |
Access
/mutual_funds/world/risk
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Ultra plan.