Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 12.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 60 | — |
| Standard deviation | 7.50 | — |
| Sharpe ratio | 3.04 | — |
| Treynor ratio | 49.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 10.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 61 | — |
| Standard deviation | 8.46 | — |
| Sharpe ratio | 2.31 | — |
| Treynor ratio | 36.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 78 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.93 | — |
| Price/Sales (P/S) | 1.18 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 361.72K | — |
| 3-year earnings growth | 5.46 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.