Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 89 | — |
| Standard deviation | 7.78 | — |
| Sharpe ratio | 1.59 | — |
| Treynor ratio | 19.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 88 | — |
| Standard deviation | 9.27 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 18.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 92 | — |
| Standard deviation | 10.64 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 13.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 85.14K | — |
| 3-year earnings growth | 3.03 | — |
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/mutual_funds/world/risk
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