Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 57 | — |
| Standard deviation | 10.61 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 13.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 72 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 17.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 87 | — |
| Standard deviation | 17.27 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 4.00M | — |
| 3-year earnings growth | 22.32 | — |
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/mutual_funds/world/risk
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