Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 87 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 12.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 90 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 90 | — |
| Standard deviation | 17.95 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 58.75K | — |
| 3-year earnings growth | 14.96 | — |
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/mutual_funds/world/risk
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