Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 90 | — |
| Standard deviation | 12.35 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 93 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 96 | — |
| Standard deviation | 16.15 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 5.02M | — |
| 3-year earnings growth | 16.05 | — |
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