Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 59 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 7.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 67 | — |
| Standard deviation | 8.33 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 5.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 66 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.78 | — |
| Price/Sales (P/S) | 0.97 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 13.00K | — |
| 3-year earnings growth | 22.28 | — |
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/mutual_funds/world/risk
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