Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 80 | — |
| Standard deviation | 4.83 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 2.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 76 | — |
| Standard deviation | 4.95 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 71 | — |
| Standard deviation | 4.77 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 1.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 55.37K | — |
| 3-year earnings growth | 13.61 | — |
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/mutual_funds/world/risk
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