Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 44 | — |
| Standard deviation | 5.23 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 3.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.26 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 14 | — |
| Standard deviation | 5.01 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 27 | — |
| Standard deviation | 5.56 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 367.86K | — |
| 3-year earnings growth | 14.56 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.