Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 83 | — |
| Standard deviation | 6.55 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 2.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 80 | — |
| Standard deviation | 7.35 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 71 | — |
| Standard deviation | 6.84 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 243.14K | — |
| 3-year earnings growth | 12.76 | — |
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/mutual_funds/world/risk
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