Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 74 | — |
| Standard deviation | 11.38 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 18.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 75 | — |
| Standard deviation | 13.74 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 83 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 42.94K | — |
| 3-year earnings growth | 15.63 | — |
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/mutual_funds/world/risk
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