Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 51 | — |
| Standard deviation | 4.71 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 5.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 63 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 56 | — |
| Standard deviation | 6.44 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 254.88K | — |
| 3-year earnings growth | 12.86 | — |
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/mutual_funds/world/risk
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