Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 60 | — |
| Standard deviation | 6.45 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 6.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 20 | — |
| Standard deviation | 9.05 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 17.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 29 | — |
| Standard deviation | 15.19 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 7.14K | — |
| 3-year earnings growth | 7.88 | — |
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/mutual_funds/world/risk
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