Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 55 | — |
| Standard deviation | 10.41 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 16.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 74 | — |
| Standard deviation | 12.29 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 7.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 80 | — |
| Standard deviation | 13.43 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 136.65K | — |
| 3-year earnings growth | 5.92 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.