Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 70 | — |
| Standard deviation | 10.15 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 6.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 66 | — |
| Standard deviation | 12.18 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 67 | — |
| Standard deviation | 11.93 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 37.67K | — |
| 3-year earnings growth | 9.90 | — |
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/mutual_funds/world/risk
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