Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 2.24 | — |
| R-squared | 72 | — |
| Standard deviation | 19.68 | — |
| Sharpe ratio | 1.30 | — |
| Treynor ratio | 28.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 77 | — |
| Standard deviation | 20.56 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 16.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 74 | — |
| Standard deviation | 18.90 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 375.81K | — |
| 3-year earnings growth | 19.38 | — |
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/mutual_funds/world/risk
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