Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 80 | — |
| Standard deviation | 8.97 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 7.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 81 | — |
| Standard deviation | 11.77 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 86 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 28.67K | — |
| 3-year earnings growth | 4.11 | — |
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/mutual_funds/world/risk
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Ultra plan.