Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 91 | — |
| Standard deviation | 19.61 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 89 | — |
| Standard deviation | 23.11 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 6.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 90 | — |
| Standard deviation | 26.71 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 8.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 15.28K | — |
| 3-year earnings growth | 7.87 | — |
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/mutual_funds/world/risk
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