Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.44 | — |
| Beta | 1 | — |
| Mean annual return | 2.32 | — |
| R-squared | 62 | — |
| Standard deviation | 18.21 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 17.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 73 | — |
| Standard deviation | 18.69 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 10.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 75 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 12.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 590.52K | — |
| 3-year earnings growth | 22.68 | — |
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/mutual_funds/world/risk
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