Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 98 | — |
| Standard deviation | 9.97 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 8.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 98 | — |
| Standard deviation | 11.55 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 7.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 98 | — |
| Standard deviation | 11.30 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 7.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 63.92K | — |
| 3-year earnings growth | -4.95 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.