Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 75 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 82 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 86 | — |
| Standard deviation | 17.85 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 1.00K | — |
| 3-year earnings growth | 4.48 | — |
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/mutual_funds/world/risk
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