Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 72 | — |
| Standard deviation | 5.37 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 3.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 69 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 57 | — |
| Standard deviation | 8.04 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 44.06K | — |
| 3-year earnings growth | 6.98 | — |
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/mutual_funds/world/risk
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