Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 91 | — |
| Standard deviation | 11.83 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 11.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 87 | — |
| Standard deviation | 12.35 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 87 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 13.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 2.20M | — |
| 3-year earnings growth | 24.29 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.