Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 2.06 | — |
| R-squared | 79 | — |
| Standard deviation | 19.29 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 16.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 81 | — |
| Standard deviation | 21.67 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 82 | — |
| Standard deviation | 19.56 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 173.53K | — |
| 3-year earnings growth | 27.43 | — |
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/mutual_funds/world/risk
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