Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 81 | — |
| Standard deviation | 7.93 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 7.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 85 | — |
| Standard deviation | 9.48 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 89 | — |
| Standard deviation | 10.08 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 109.23K | — |
| 3-year earnings growth | 11.19 | — |
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/mutual_funds/world/risk
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