Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 74 | — |
| Standard deviation | 10.97 | — |
| Sharpe ratio | 1.54 | — |
| Treynor ratio | 18.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 82 | — |
| Standard deviation | 11.90 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 16.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 88 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 14.90K | — |
| 3-year earnings growth | 6.66 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.