Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.66 | — |
| R-squared | 63 | — |
| Standard deviation | 9.56 | — |
| Sharpe ratio | 1.57 | — |
| Treynor ratio | 23.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 76 | — |
| Standard deviation | 11.87 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 13.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 86 | — |
| Standard deviation | 14.84 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 58.67K | — |
| 3-year earnings growth | 14.31 | — |
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/mutual_funds/world/risk
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