Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 90 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 91 | — |
| Standard deviation | 12.62 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 16.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 94 | — |
| Standard deviation | 16.27 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.31M | — |
| 3-year earnings growth | 18.11 | — |
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/mutual_funds/world/risk
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