Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 95 | — |
| Standard deviation | 11.26 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 95 | — |
| Standard deviation | 12.28 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 12.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 96 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.45M | — |
| 3-year earnings growth | 15.62 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.