Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 79 | — |
| Standard deviation | 4.63 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 4.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 77 | — |
| Standard deviation | 6.61 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 69 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 2.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 105.15K | — |
| 3-year earnings growth | 14.70 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.