Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 95 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 16.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 95 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 13.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 94 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 9.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 610.74K | — |
| 3-year earnings growth | 17.37 | — |
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/mutual_funds/world/risk
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