Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 63 | — |
| Standard deviation | 7.25 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 18.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 75 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 81 | — |
| Standard deviation | 11.56 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 24.60K | — |
| 3-year earnings growth | 6.13 | — |
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/mutual_funds/world/risk
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