Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 88 | — |
| Standard deviation | 9.05 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 4.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 80 | — |
| Standard deviation | 9.86 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 71 | — |
| Standard deviation | 8.04 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 96.98K | — |
| 3-year earnings growth | 14.20 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.