Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 87 | — |
| Standard deviation | 8.52 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 11.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 89 | — |
| Standard deviation | 11.07 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 86 | — |
| Standard deviation | 12.49 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 22.44K | — |
| 3-year earnings growth | 6 | — |
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/mutual_funds/world/risk
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