Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 93 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 14.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 90 | — |
| Standard deviation | 13.58 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 16.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 95 | — |
| Standard deviation | 17.81 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.57M | — |
| 3-year earnings growth | 15.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.