Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 13.19 | — |
| Beta | 1 | — |
| Mean annual return | 4.13 | — |
| R-squared | 91 | — |
| Standard deviation | 30.09 | — |
| Sharpe ratio | 1.48 | — |
| Treynor ratio | 56.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.92 | — |
| Beta | 1 | — |
| Mean annual return | 2.06 | — |
| R-squared | 83 | — |
| Standard deviation | 31.98 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 19.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.28 | — |
| Beta | 1 | — |
| Mean annual return | 2.20 | — |
| R-squared | 84 | — |
| Standard deviation | 31.99 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 25.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 1.88K | — |
| 3-year earnings growth | -0.33 | — |
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/mutual_funds/world/risk
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