Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 64 | — |
| Standard deviation | 4.91 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 3.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 59 | — |
| Standard deviation | 5.92 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 53 | — |
| Standard deviation | 6.22 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 2.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 144.49K | — |
| 3-year earnings growth | 13.57 | — |
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