Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.10 | — |
| Beta | 1 | — |
| Mean annual return | 2.76 | — |
| R-squared | 50 | — |
| Standard deviation | 23.71 | — |
| Sharpe ratio | 1.34 | — |
| Treynor ratio | 35.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 57 | — |
| Standard deviation | 25.14 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 20.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 57 | — |
| Standard deviation | 22.39 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 17.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 231.73K | — |
| 3-year earnings growth | 25.65 | — |
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