Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 92 | — |
| Standard deviation | 11.79 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 16.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 91 | — |
| Standard deviation | 15.67 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 93 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 33.70K | — |
| 3-year earnings growth | 10.56 | — |
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/mutual_funds/world/risk
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