Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.08 | — |
| Beta | 1 | — |
| Mean annual return | 2.64 | — |
| R-squared | 83 | — |
| Standard deviation | 18.11 | — |
| Sharpe ratio | 1.48 | — |
| Treynor ratio | 34.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 85 | — |
| Standard deviation | 19.38 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 14.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 87 | — |
| Standard deviation | 18.88 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 18.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.10 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 460.59K | — |
| 3-year earnings growth | 19.59 | — |
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/mutual_funds/world/risk
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