Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 86 | — |
| Standard deviation | 8.42 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 8.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 88 | — |
| Standard deviation | 9.34 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 8.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 89 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 34.25K | — |
| 3-year earnings growth | 9.73 | — |
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/mutual_funds/world/risk
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