Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.77 | — |
| R-squared | 89 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 17.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.37 | — |
| Beta | 1 | — |
| Mean annual return | 2.46 | — |
| R-squared | 86 | — |
| Standard deviation | 19.39 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 28.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 62 | — |
| Standard deviation | 21.16 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 19.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 363.48K | — |
| 3-year earnings growth | 24.74 | — |
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