Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 2.04 | — |
| R-squared | 97 | — |
| Standard deviation | 16.67 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 20.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 98 | — |
| Standard deviation | 19.03 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 97 | — |
| Standard deviation | 18.16 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 12.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 538.45K | — |
| 3-year earnings growth | 22.44 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.