Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 69 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 58 | — |
| Standard deviation | 5.06 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 58 | — |
| Standard deviation | 5.42 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 0.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 114.64K | — |
| 3-year earnings growth | 14.34 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.