Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 82 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 1.28 | — |
| Treynor ratio | 16.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 89 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 93 | — |
| Standard deviation | 15.81 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 134.12K | — |
| 3-year earnings growth | 5.08 | — |
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/mutual_funds/world/risk
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