Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 79 | — |
| Standard deviation | 9.86 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 11.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 78 | — |
| Standard deviation | 11.99 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 10.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 80 | — |
| Standard deviation | 15.65 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.33 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 5.29K | — |
| 3-year earnings growth | 6.22 | — |
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/mutual_funds/world/risk
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