Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.89 | — |
| Beta | 0 | — |
| Mean annual return | 0.68 | — |
| R-squared | 40 | — |
| Standard deviation | 4.61 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 11.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 59 | — |
| Standard deviation | 5.64 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 6.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 65 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 5.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 1.05 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 10.20K | — |
| 3-year earnings growth | 6.57 | — |
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/mutual_funds/world/risk
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