Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 86 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 87 | — |
| Standard deviation | 13.01 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 14.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 91 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 11.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 1.67M | — |
| 3-year earnings growth | 24.70 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.