Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 85 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 88 | — |
| Standard deviation | 16.19 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 89 | — |
| Standard deviation | 18 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 3.13K | — |
| 3-year earnings growth | 9.93 | — |
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/mutual_funds/world/risk
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