Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 86 | — |
| Standard deviation | 10.97 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 18.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.97 | — |
| R-squared | 84 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 1.58 | — |
| Treynor ratio | 25.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 88 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 12.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.15M | — |
| 3-year earnings growth | 18.11 | — |
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/mutual_funds/world/risk
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