Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 0 | — |
| Mean annual return | 0.80 | — |
| R-squared | 29 | — |
| Standard deviation | 6.10 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 17.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 0 | — |
| Mean annual return | 0.68 | — |
| R-squared | 42 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 60 | — |
| Standard deviation | 8.52 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 81.15K | — |
| 3-year earnings growth | 7.19 | — |
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/mutual_funds/world/risk
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