Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 88 | — |
| Standard deviation | 7.78 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 6.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 87 | — |
| Standard deviation | 8.56 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 83 | — |
| Standard deviation | 8.78 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 3.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 102.06K | — |
| 3-year earnings growth | 4.77 | — |
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/mutual_funds/world/risk
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