Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.14 | — |
| Beta | 1 | — |
| Mean annual return | 3.43 | — |
| R-squared | 97 | — |
| Standard deviation | 28.62 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 43.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.94 | — |
| R-squared | 97 | — |
| Standard deviation | 28.78 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 19.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 95 | — |
| Standard deviation | 30.86 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 18.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 24.96K | — |
| 3-year earnings growth | 12.04 | — |
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/mutual_funds/world/risk
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