Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 74 | — |
| Standard deviation | 10.97 | — |
| Sharpe ratio | 1.47 | — |
| Treynor ratio | 17.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 82 | — |
| Standard deviation | 11.90 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 15.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 88 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.67 | — |
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 | — |
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/mutual_funds/world/risk
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