Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 74 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 21.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 70 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 71 | — |
| Standard deviation | 16.67 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 8.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 62.84K | — |
| 3-year earnings growth | 13.40 | — |
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