Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 30 | — |
| Standard deviation | 1.71 | — |
| Sharpe ratio | 1.94 | — |
| Treynor ratio | 4.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 7 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 6.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 6 | — |
| Standard deviation | 6.52 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 137.10K | — |
| 3-year earnings growth | 25.76 | — |
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/mutual_funds/world/risk
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