Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 75 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 81 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 83 | — |
| Standard deviation | 15.01 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 227.97K | — |
| 3-year earnings growth | 9.57 | — |
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/mutual_funds/world/risk
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