Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 83 | — |
| Standard deviation | 12.58 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 17.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 84 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 86 | — |
| Standard deviation | 15.77 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 107.20K | — |
| 3-year earnings growth | 13.47 | — |
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/mutual_funds/world/risk
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