Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 83 | — |
| Standard deviation | 5.55 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 3.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 87 | — |
| Standard deviation | 6.42 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 89 | — |
| Standard deviation | 6.51 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 213.72K | — |
| 3-year earnings growth | 14.09 | — |
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/mutual_funds/world/risk
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