Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 78 | — |
| Standard deviation | 5.06 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 2.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 76 | — |
| Standard deviation | 5.23 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 78 | — |
| Standard deviation | 4.84 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 1.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 68.53K | — |
| 3-year earnings growth | 15.38 | — |
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/mutual_funds/world/risk
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