Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 64 | — |
| Standard deviation | 12.29 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 16.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 76 | — |
| Standard deviation | 15.05 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 86 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 52.44K | — |
| 3-year earnings growth | 11.31 | — |
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/mutual_funds/world/risk
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