Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 89 | — |
| Standard deviation | 8.36 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 6.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 84 | — |
| Standard deviation | 8.54 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 5.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 86 | — |
| Standard deviation | 10.02 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 5.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 163.13K | — |
| 3-year earnings growth | 12.97 | — |
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/mutual_funds/world/risk
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