Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.03 | — |
| Beta | 1 | — |
| Mean annual return | 2.16 | — |
| R-squared | 76 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 1.53 | — |
| Treynor ratio | 22.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 83 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 13.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 82 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 14.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 971.02K | — |
| 3-year earnings growth | 20.43 | — |
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/mutual_funds/world/risk
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