Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 76 | — |
| Standard deviation | 12.22 | — |
| Sharpe ratio | 1.34 | — |
| Treynor ratio | 19.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 80 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 87 | — |
| Standard deviation | 15.94 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 139.63K | — |
| 3-year earnings growth | 19.54 | — |
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/mutual_funds/world/risk
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