Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 71 | — |
| Standard deviation | 9.53 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 68 | — |
| Standard deviation | 13.47 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 11.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 80 | — |
| Standard deviation | 16.66 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 2.30 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 858 | — |
| 3-year earnings growth | 3.26 | — |
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/mutual_funds/world/risk
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