Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 80 | — |
| Standard deviation | 10.68 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 14.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 71 | — |
| Standard deviation | 12.01 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 16.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 81 | — |
| Standard deviation | 15.71 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 3.07M | — |
| 3-year earnings growth | 22.07 | — |
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/mutual_funds/world/risk
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