Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 91 | — |
| Standard deviation | 12.02 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 14.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 93 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 95 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 184.87K | — |
| 3-year earnings growth | 16.55 | — |
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/mutual_funds/world/risk
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