Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 79 | — |
| Standard deviation | 13.38 | — |
| Sharpe ratio | 1.34 | — |
| Treynor ratio | 21.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 85 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 88 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 12.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 5.14M | — |
| 3-year earnings growth | 18.29 | — |
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