Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 96 | — |
| Standard deviation | 8.61 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 7.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 96 | — |
| Standard deviation | 9.40 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 8.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 95 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 37.97K | — |
| 3-year earnings growth | 8.69 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.