Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.89 | — |
| Beta | 1 | — |
| Mean annual return | 2.01 | — |
| R-squared | 59 | — |
| Standard deviation | 15.89 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 17.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 71 | — |
| Standard deviation | 17.11 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 73 | — |
| Standard deviation | 16.71 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 11.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.09 | — |
| Price/Sales (P/S) | 0.12 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 790.86K | — |
| 3-year earnings growth | 18.41 | — |
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/mutual_funds/world/risk
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