Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 75 | — |
| Standard deviation | 4.93 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 3.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 70 | — |
| Standard deviation | 5.81 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 67 | — |
| Standard deviation | 6.06 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 123.68K | — |
| 3-year earnings growth | 14.47 | — |
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/mutual_funds/world/risk
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