Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 87 | — |
| Standard deviation | 11.84 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 88 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 92 | — |
| Standard deviation | 18.12 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 609.22K | — |
| 3-year earnings growth | 34.92 | — |
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