Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 84 | — |
| Standard deviation | 11.05 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 17.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 90 | — |
| Standard deviation | 14.01 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 89 | — |
| Standard deviation | 16.57 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 186.61K | — |
| 3-year earnings growth | 11.45 | — |
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/mutual_funds/world/risk
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