Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.55 | — |
| R-squared | 83 | — |
| Standard deviation | 12.26 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 16.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 81 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 87 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 28.95K | — |
| 3-year earnings growth | 13.01 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.