Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 59 | — |
| Standard deviation | 11.01 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 15.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 72 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 13.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 84 | — |
| Standard deviation | 15.25 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.76 | — |
| Price/Sales (P/S) | 1.49 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 11.94K | — |
| 3-year earnings growth | 2.62 | — |
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/mutual_funds/world/risk
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