Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.65 | 0.00 |
| R-squared | 91 | 0.70 |
| Standard deviation | 9.04 | 0.07 |
| Sharpe ratio | 3.86 | 0.01 |
| Treynor ratio | 7.84 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.48 | 0.00 |
| R-squared | 90 | 0.69 |
| Standard deviation | 8.35 | 0.06 |
| Sharpe ratio | 2.91 | 0.01 |
| Treynor ratio | 5.47 | 0.06 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.62 | 0.00 |
| R-squared | 88 | 0.72 |
| Standard deviation | 7.49 | 0.08 |
| Sharpe ratio | 2.73 | 0.00 |
| Treynor ratio | 6.90 | 0.02 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 25.01 | 16.47 |
| Price/Book (P/B) | 2.95 | 1.95 |
| Price/Sales (P/S) | 2.06 | 1.44 |
| Price/Cashflow (P/CF) | 14.58 | 7.27 |
| Median market vapitalization | 64.49K | 41.06K |
| 3-year earnings growth | 11.07 | 9.07 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.