Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 68 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 76 | — |
| Standard deviation | 17.23 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 78 | — |
| Standard deviation | 16.39 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 57.84K | — |
| 3-year earnings growth | 15.31 | — |
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/mutual_funds/world/risk
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