Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 85 | — |
| Standard deviation | 5.22 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 7.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 81 | — |
| Standard deviation | 8.15 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 2.26 | — |
| Price/Sales (P/S) | 4.26 | — |
| Price/Cashflow (P/CF) | 0.64 | — |
| Median market vapitalization | 48 | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.