Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 99 | — |
| Standard deviation | 12.77 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 17.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 99 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 99 | — |
| Standard deviation | 14.91 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | — | — |
| Price/Book (P/B) | — | — |
| Price/Sales (P/S) | — | — |
| Price/Cashflow (P/CF) | — | — |
| Median market vapitalization | — | — |
| 3-year earnings growth | — | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.