Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 2 | — |
| Mean annual return | 0.90 | — |
| R-squared | 82 | — |
| Standard deviation | 7.07 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 1.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.09 | — |
| Beta | 2 | — |
| Mean annual return | 0.87 | — |
| R-squared | 78 | — |
| Standard deviation | 6.99 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 2.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 2 | — |
| Mean annual return | 0.81 | — |
| R-squared | 77 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 2.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.13M | — |
| 3-year earnings growth | 20.83 | — |
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/mutual_funds/world/risk
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