Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 67 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 15.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 74 | — |
| Standard deviation | 15.38 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 15.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 77 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 28.99K | — |
| 3-year earnings growth | 7.39 | — |
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/mutual_funds/world/risk
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