Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 56 | — |
| Standard deviation | 11.80 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 73 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 3.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 79 | — |
| Standard deviation | 13.77 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 120.69K | — |
| 3-year earnings growth | 10.71 | — |
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/mutual_funds/world/risk
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