Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 97 | — |
| Standard deviation | 7.84 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 7.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 97 | — |
| Standard deviation | 8.56 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 6 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 92 | — |
| Standard deviation | 8.67 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 5.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 139.17K | — |
| 3-year earnings growth | 11.71 | — |
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/mutual_funds/world/risk
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