Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 9.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 57 | — |
| Standard deviation | 14.16 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 21.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 68 | — |
| Standard deviation | 17.09 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 78 | — |
| Standard deviation | 17.82 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 16.69K | — |
| 3-year earnings growth | 20.57 | — |
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/mutual_funds/world/risk
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