Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 78 | — |
| Standard deviation | 5.43 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 2.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 75 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 68 | — |
| Standard deviation | 5.38 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 104.78K | — |
| 3-year earnings growth | 12.80 | — |
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/mutual_funds/world/risk
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