Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 58 | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 17.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 61 | — |
| Standard deviation | 10.64 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 69 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 1.37 | — |
| Price/Sales (P/S) | 2.93 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 403 | — |
| 3-year earnings growth | 15.58 | — |
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/mutual_funds/world/risk
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