Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 88 | — |
| Standard deviation | 10.60 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 14.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 89 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 91 | — |
| Standard deviation | 17.76 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 43.20K | — |
| 3-year earnings growth | 13.43 | — |
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/mutual_funds/world/risk
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