Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 60 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 0 | — |
| Mean annual return | 0.70 | — |
| R-squared | 35 | — |
| Standard deviation | 11.81 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 10.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 0 | — |
| Mean annual return | 0.72 | — |
| R-squared | 34 | — |
| Standard deviation | 10.75 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 14.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 1.58K | — |
| 3-year earnings growth | 0 | — |
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/mutual_funds/world/risk
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