Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 94 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 12.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 94 | — |
| Standard deviation | 16.15 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 94 | — |
| Standard deviation | 16.82 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 32.67K | — |
| 3-year earnings growth | 11.89 | — |
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/mutual_funds/world/risk
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