Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 60 | — |
| Standard deviation | 9.81 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 63 | — |
| Standard deviation | 10.94 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 0 | — |
| Mean annual return | 0.67 | — |
| R-squared | 43 | — |
| Standard deviation | 13.15 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 10.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 11.91K | — |
| 3-year earnings growth | 13.63 | — |
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/mutual_funds/world/risk
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