Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 78 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 8.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 87 | — |
| Standard deviation | 8.20 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 4.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 81 | — |
| Standard deviation | 7.61 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 5.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 182.70K | — |
| 3-year earnings growth | 12.47 | — |
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/mutual_funds/world/risk
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