Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 91 | — |
| Standard deviation | 12.38 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 11.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.91 | — |
| R-squared | 81 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 19.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 90 | — |
| Standard deviation | 18.83 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.85M | — |
| 3-year earnings growth | 13.89 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.