Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 40 | — |
| Standard deviation | 5.34 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 7.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 0 | — |
| Mean annual return | 0.28 | — |
| R-squared | 14 | — |
| Standard deviation | 5.04 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.29 | — |
| Beta | 0 | — |
| Mean annual return | 0.18 | — |
| R-squared | 23 | — |
| Standard deviation | 5.57 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 367.86K | — |
| 3-year earnings growth | 14.56 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.