Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 100 | — |
| Standard deviation | 13.22 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 15.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 100 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 11.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 100 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 428.83K | — |
| 3-year earnings growth | 14.03 | — |
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/mutual_funds/world/risk
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