Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 89 | — |
| Standard deviation | 11.09 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 16.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 91 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 93 | — |
| Standard deviation | 14.70 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 200.41K | — |
| 3-year earnings growth | 13.14 | — |
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/mutual_funds/world/risk
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