Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 96 | — |
| Standard deviation | 13.15 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 10.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.71 | — |
| R-squared | 95 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 15.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 92 | — |
| Standard deviation | 19.22 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.89M | — |
| 3-year earnings growth | 19.92 | — |
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/mutual_funds/world/risk
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