Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 86 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 8.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 88 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 6.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 87 | — |
| Standard deviation | 9.63 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 56.78K | — |
| 3-year earnings growth | 11.57 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.