Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.63 | — |
| Beta | 1 | — |
| Mean annual return | 2.14 | — |
| R-squared | 65 | — |
| Standard deviation | 17.73 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 22.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.09 | — |
| Beta | 1 | — |
| Mean annual return | 2.40 | — |
| R-squared | 70 | — |
| Standard deviation | 16.46 | — |
| Sharpe ratio | 1.42 | — |
| Treynor ratio | 29.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 81 | — |
| Standard deviation | 19.41 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 15.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 1.03M | — |
| 3-year earnings growth | 34.70 | — |
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