Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 92 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | 1.58 | — |
| Treynor ratio | 23.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 92 | — |
| Standard deviation | 13.02 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 93 | — |
| Standard deviation | 14.89 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 5.44M | — |
| 3-year earnings growth | 15.49 | — |
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/mutual_funds/world/risk
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