Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 87 | — |
| Standard deviation | 9.15 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 11.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 86 | — |
| Standard deviation | 10.12 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 8.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 88 | — |
| Standard deviation | 10.89 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 6.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 114.49K | — |
| 3-year earnings growth | 14.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.