Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 39 | — |
| Standard deviation | 5.50 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 6.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2 | — |
| Beta | 0 | — |
| Mean annual return | 0.23 | — |
| R-squared | 13 | — |
| Standard deviation | 5.14 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 9.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.13 | — |
| R-squared | 23 | — |
| Standard deviation | 5.63 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 367.86K | — |
| 3-year earnings growth | 14.56 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.