Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 94 | — |
| Standard deviation | 12.24 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 9.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 92 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 14.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 95 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.03M | — |
| 3-year earnings growth | 17.31 | — |
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/mutual_funds/world/risk
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