Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 82 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 84 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 85 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 45.24K | — |
| 3-year earnings growth | 9.63 | — |
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/mutual_funds/world/risk
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