Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.74 | — |
| Beta | 1 | — |
| Mean annual return | 2 | — |
| R-squared | 84 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 1.35 | — |
| Treynor ratio | 22.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 87 | — |
| Standard deviation | 16.89 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 89 | — |
| Standard deviation | 17.20 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 453.96K | — |
| 3-year earnings growth | 21.42 | — |
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