Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 95 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 93 | — |
| Standard deviation | 12.99 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 95 | — |
| Standard deviation | 17.80 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 34.25K | — |
| 3-year earnings growth | 17.98 | — |
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/mutual_funds/world/risk
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