Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 80 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 18.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 82 | — |
| Standard deviation | 14.87 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 85 | — |
| Standard deviation | 14.67 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 14.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 253.44K | — |
| 3-year earnings growth | 14.93 | — |
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/mutual_funds/world/risk
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