Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.66 | — |
| R-squared | 66 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 1.96 | — |
| Treynor ratio | 29.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 71 | — |
| Standard deviation | 10.34 | — |
| Sharpe ratio | 1.60 | — |
| Treynor ratio | 22.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 86 | — |
| Standard deviation | 14.91 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 1.13 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 600.45K | — |
| 3-year earnings growth | 14.17 | — |
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/mutual_funds/world/risk
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