Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 85 | — |
| Standard deviation | 8.19 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 9 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 87 | — |
| Standard deviation | 8.63 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 7.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 86 | — |
| Standard deviation | 10.93 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 6.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 59.82K | — |
| 3-year earnings growth | 11.89 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.