Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 84 | — |
| Standard deviation | 10.71 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 9.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 85 | — |
| Standard deviation | 11.05 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 10.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 87 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.96 | — |
| Price/Sales (P/S) | 1.68 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 18.11K | — |
| 3-year earnings growth | -5.63 | — |
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/mutual_funds/world/risk
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