Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 100 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 15.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 100 | — |
| Standard deviation | 15.13 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 11.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 100 | — |
| Standard deviation | 15.13 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 11.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 475.52K | — |
| 3-year earnings growth | 14.94 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.