Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 88 | — |
| Standard deviation | 7.56 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 6.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 86 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 5.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 85 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 24.76K | — |
| 3-year earnings growth | 6.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.