Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 73 | — |
| Standard deviation | 10.82 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 76 | — |
| Standard deviation | 14.49 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 78 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 4.81K | — |
| 3-year earnings growth | 1.58 | — |
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/mutual_funds/world/risk
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