Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 99 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 8.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 99 | — |
| Standard deviation | 12.26 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 8.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 100 | — |
| Standard deviation | 13.56 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 56.54K | — |
| 3-year earnings growth | 7.27 | — |
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/mutual_funds/world/risk
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