Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 97 | — |
| Standard deviation | 12.10 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 96 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 13.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 97 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.39M | — |
| 3-year earnings growth | 16.22 | — |
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/mutual_funds/world/risk
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