Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 95 | — |
| Standard deviation | 9.89 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 95 | — |
| Standard deviation | 10.43 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 8.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 97 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.11M | — |
| 3-year earnings growth | 21.02 | — |
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/mutual_funds/world/risk
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