Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.10 | — |
| Beta | 1 | — |
| Mean annual return | 2.48 | — |
| R-squared | 77 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 1.55 | — |
| Treynor ratio | 37.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 78 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 21.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 80 | — |
| Standard deviation | 16.82 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 22.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.88M | — |
| 3-year earnings growth | 11.75 | — |
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/mutual_funds/world/risk
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