Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 100 | — |
| Standard deviation | 9.08 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 7.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 100 | — |
| Standard deviation | 9.73 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 8.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 100 | — |
| Standard deviation | 11.72 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 37.99K | — |
| 3-year earnings growth | 8.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.