Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 89 | — |
| Standard deviation | 9.69 | — |
| Sharpe ratio | 1.32 | — |
| Treynor ratio | 14.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 92 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 11.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 92 | — |
| Standard deviation | 11.08 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 9.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 202.30K | — |
| 3-year earnings growth | 10.92 | — |
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/mutual_funds/world/risk
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