Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 53 | — |
| Standard deviation | 4.20 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 4.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 65 | — |
| Standard deviation | 6.18 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 60 | — |
| Standard deviation | 7.11 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 48.87K | — |
| 3-year earnings growth | 9.04 | — |
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/mutual_funds/world/risk
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