Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.89 | — |
| Beta | 1 | — |
| Mean annual return | 2.11 | — |
| R-squared | 66 | — |
| Standard deviation | 16.74 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 19.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 78 | — |
| Standard deviation | 19.22 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 75 | — |
| Standard deviation | 18.28 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 12.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 748.56K | — |
| 3-year earnings growth | 17.77 | — |
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/mutual_funds/world/risk
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