Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 84 | — |
| Standard deviation | 5.70 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 3.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 82 | — |
| Standard deviation | 6.63 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 57 | — |
| Standard deviation | 8 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 0.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 113.02K | — |
| 3-year earnings growth | 27.12 | — |
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/mutual_funds/world/risk
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