Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 68 | — |
| Standard deviation | 6.42 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 5.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 65 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 73 | — |
| Standard deviation | 7.93 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 34.42K | — |
| 3-year earnings growth | 15.60 | — |
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/mutual_funds/world/risk
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