Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 76 | — |
| Standard deviation | 9.80 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 4.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 60 | — |
| Standard deviation | 9.31 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 68 | — |
| Standard deviation | 8.85 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 239.88K | — |
| 3-year earnings growth | 18.10 | — |
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/mutual_funds/world/risk
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